Statistical Issues in Macroeconomic Modelling*
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Publication:4416172
DOI10.1111/1467-9469.00280zbMath1017.62126OpenAlexW2134550256MaRDI QIDQ4416172
Publication date: 7 August 2003
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11250/2500396
Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)
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Cites Work
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- Statistical analysis of cointegration vectors
- Cointegration in partial systems and the efficiency of single-equation analysis
- On the formulation of empirical models in dynamic econometrics
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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