The econometric consequences of the ceteris paribus condition in economic theory
From MaRDI portal
Publication:1574215
DOI10.1016/S0304-4076(99)00038-XzbMath0968.62081MaRDI QIDQ1574215
Herman J. Bierens, Norman R. Swanson
Publication date: 17 September 2001
Published in: Journal of Econometrics (Search for Journal in Brave)
real business cycle modelsmissing variablesinformation measureBayesian priorceteris paribus conditionfitreality boundstochastic general equilibrium models
Related Items
Efficient GMM estimation with singular system of moment conditions ⋮ Econometric analysis of linearized singular dynamic stochastic general equilibrium models ⋮ Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data ⋮ Maximum likelihood estimation of singular systems of equations ⋮ Stochastic ceteris paribus simulations
Cites Work
- Unnamed Item
- Unnamed Item
- Non-linear regression with discrete explanatory variables, with an application to the earnings function
- Production, growth and business cycles: Technical appendix
- Exogeneity
- Time to Build and Aggregate Fluctuations
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions
- Monotone Treatment Response
- Identification and Robustness with Contaminated and Corrupted Data
- On Information and Sufficiency
