PcGive
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SEASONALITY, PRODUCTIVITY SHOCKS, AND SECTORAL COMOVEMENTS IN A REAL BUSINESS CYCLE MODEL FOR ITALY ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Time and causality: a Monte Carlo assessment of the timing-of-events approach ⋮ Robustifying forecasts from equilibrium-correction systems ⋮ Progress from forecast failure-the Norwegian consumption function ⋮ Unnamed Item ⋮ Cointegration analysis of brand and category sales: Stationarity and long-run equilibrium in market shares ⋮ Unnamed Item ⋮ Model reduction methods for vector autoregressive processes. ⋮ Unpredictability in economic analysis, econometric modeling and forecasting ⋮ The VIX, the variance premium and stock market volatility ⋮ Forecasting by factors, by variables, by both or neither? ⋮ ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS ⋮ A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Some cautions on the use of panel methods for integrated series of macroeconomic data ⋮ Oil prices and exchange rates: Norwegian evidence ⋮ Model selection when there are multiple breaks ⋮ ANALYSIS OF COEXPLOSIVE PROCESSES ⋮ The New Keynesian Phillips curve revisited ⋮ Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique ⋮ Identifying, estimating and testing restricted cointegrated systems: An overview ⋮ Econometric Modelling of Time Series with Outlying Observations ⋮ MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY ⋮ Forecasting in Econometrics: editors’ introduction ⋮ Computer automation of general-to-specific model selection procedures ⋮ Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 3) ⋮ Distributions of error correction tests for cointegration ⋮ Multivariate cointegration analysis of the Finnish-Japanese stock markets ⋮ On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models. ⋮ A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables ⋮ Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation ⋮ Forecasting with equilibrium-correction models during structural breaks ⋮ The practice of econometric theory. An examination of the characteristics of econometric computation ⋮ Outliers and Model Selection: Discussion of the Paper by Søren Johansen and Bent Nielsen ⋮ Dynamic adjustment cost models with forward‐looking behaviour ⋮ On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank ⋮ Natural rate doubts ⋮ Dynamic Econometrics for Empirical Macroeconomic Modelling ⋮ NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000) ⋮ Timber Harvesting as a Part of the Portfolio Management: A Multiperiod Stochastic Optimisation Approach ⋮ HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR ⋮ Discussion contribution on ‘Data mining reconsidered: encompassing and the general‐to‐specific approach to specification search’ by Hoover and Perez ⋮ Some tests for parameter constancy in cointegrated VAR‐models ⋮ Econometric software development: past, present and future ⋮ Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming ⋮ MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USINGI(2) ANDI(1) COINTEGRATION ANALYSIS ⋮ THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN THE COINTEGRATING VECTOR IS PRESPECIFIED
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