swMATH4927MaRDI QIDQ17078FDOQ17078
scientific article; zbMATH DE number Author name (Why is no real title available?)
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(62)
- Haavelmo's probability approach and the cointegrated VAR
- A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables
- Cointegration analysis and category sales: Stationarity and long-run equilibrium in market shares
- Optimal control and forecasting of complex dynamical systems
- scientific article; zbMATH DE number 1128575 (Why is no real title available?)
- Robustifying forecasts from equilibrium-correction systems
- The cointegrated VAR model: Methodology and applications.
- Multivariate cointegration analysis of the Finnish-Japanese stock markets
- Discussion contribution on ‘Data mining reconsidered: encompassing and the general‐to‐specific approach to specification search’ by Hoover and Perez
- Outliers and model selection: Discussion of the paper by Søren Johansen and Bent Nielsen
- The practice of econometric theory. An examination of the characteristics of econometric computation
- Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming
- Time and causality: a Monte Carlo assessment of the timing-of-events approach
- Forecasting by factors, by variables, by both or neither?
- Econometric software development: past, present and future
- MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY
- Progress from forecast failure-the Norwegian consumption function
- Modelling time series data of monetary aggregates using \(I(2)\) and \(I(1)\) cointegration analysis
- On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank
- Identifying, estimating and testing restricted cointegrated systems: An overview
- Oil prices and exchange rates: Norwegian evidence
- Dynamic Econometrics for Empirical Macroeconomic Modelling
- Econometric modelling of time series with outlying observations
- Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 3)
- Forecasting with equilibrium-correction models during structural breaks
- Some tests for parameter constancy in cointegrated VAR‐models
- NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000)
- Distributions of error correction tests for cointegration
- Unpredictability in economic analysis, econometric modeling and forecasting
- EViews
- OxMetrics
- PcGets
- GAUSSX
- CATS
- LIMDEP
- SHAZAM
- HUMMER
- Ox
- TSM
- Microfit
- Natural rate doubts
- AutoSEARCH
- scientific article; zbMATH DE number 5035835 (Why is no real title available?)
- THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN THE COINTEGRATING VECTOR IS PRESPECIFIED
- scientific article; zbMATH DE number 5165617 (Why is no real title available?)
- SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY
- Dynamic adjustment cost models with forward‐looking behaviour
- Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique
- Forecasting with difference-stationary and trend-stationary models
- ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS
- Timber harvesting as a part of the portfolio management: a multiperiod stochastic optimisation approach
- On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models.
- Some cautions on the use of panel methods for integrated series of macroeconomic data
- Model selection when there are multiple breaks
- scientific article; zbMATH DE number 1128573 (Why is no real title available?)
- Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation
- A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
- The New Keynesian Phillips curve revisited
- The VIX, the variance premium and stock market volatility
- Model reduction methods for vector autoregressive processes.
- Computer automation of general-to-specific model selection procedures
- Analysis of coexplosive processes
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