The role of theory in econometrics

DOI10.1016/0304-4076(94)01627-CzbMATH Open0825.62957OpenAlexW2057261747MaRDI QIDQ1893399FDOQ1893399

Authors: M. Hashem Pesaran, Ron Smith 

Publication date: 7 August 1995

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01627-c

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Statistical Inference in Instrumental Variables Regression with I(1) Processes
• Optimal Inference in Cointegrated Systems
• Title not available (Why is that?)
• Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
• Time to Build and Aggregate Fluctuations
• Title not available (Why is that?)
• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
• Identification of rational expectations models
• Title not available (Why is that?)
• Limited-dependent rational expectations models with future expectations
• Optimal Spending and Money Holdings in the Presence of Liquidity Constraints

Cited In (2)

• Sovereign risk zones in Europe during and after the debt crisis
• Cointegration and speed of convergence to equilibrium

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