On the specification and estimation of large scale simultaneous structural macroeconometric models

DOI10.1007/S10182-006-0218-0MaRDI QIDQ862776zbMATH OpenOpenAlexFDO

Authors Pu Chen, Joachim Frohn

Publication date 24 January 2007

Published in AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10182-006-0218-0

zbMATH Keywords

econometric methodologyLarge scale simultaneous econometric models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

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• Spurious regressions in econometrics
• Testing for Common Trends
• The Identification Problem in Simultaneous Equation Models with Identities
• The Identification Problem in Systems Nonlinear in the Variables
• Time series analysis and simultaneous equation econometric models
• What do we know about macroeconomics that Fisher and Wicksell did not?

Cited in

(7)

• Réflexions méthodologiques sur la modélisation non structurelle : une approche par les modèles vectoriels autorégressifs (VAR) et leurs extensions dynamiques
• Statistical Issues in Macroeconomic Modelling^*
• On simulation and optimization of macroeconometric models
• Global and National Macroeconometric Modelling
• Dealing with misspecification in structural macroeconometric models
• Theory and method of estimation of varying coefficient macroeconomic simultaneous equations model
• Bayesian estimation of NOEM models: identification and inference in small samples

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