Econometric methods for modelling systems with a mixture of I(1) and I(0) variables
Year of publication: |
August 2016
|
---|---|
Authors: | Fisher, Lance A. ; Huh, Hyeon-seung ; Pagan, Adrian R. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 31.2016, 5, p. 892-911
|
Subject: | Makroökonometrie | Macroeconometrics | Theorie | Theory |
-
A flexible mixed-frequency vector autoregression with a steady-state prior
Ankargren, Sebastian, (2020)
-
Vonbun, Christian, (2021)
-
Tax reform and the Dutch labor market : an applied general equilibrium approach
Bovenberg, Ary Lans, (2000)
- More ...
-
Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables
Fisher, Lance A., (2013)
-
Econometric issues when modelling with a mixture of I(1) and I(0) variables
Fisher, Lance A., (2013)
-
Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models
Fisher, Lance A., (1999)
- More ...