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Dynamic panel modeling of climate change
Phillips, Peter C. B. - In: Econometrics : open access journal 8 (2020) 3/30, pp. 1-28
standard dynamic panel regression and cointegration techniques that have been used in earlier research. The findings reveal …
Persistent link: https://www.econbiz.de/10012265695
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New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying; Phillips, Peter C. B.; Wang, Ying - 2023
Persistent link: https://www.econbiz.de/10014317586
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Bayesian Averaging over Many Dynamic Model Structures with Evidence on the Great Ratios and Liquidity Trap Risk
Strachan, Rodney W.; van Dijk, Herman K. - 2008
volatility in the disturbances. The risk of a liquidity trap in the U.S.A. and Japan is evaluated. Although this risk found to be …
Persistent link: https://www.econbiz.de/10010325721
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Evidence on a Real Business Cycle Model with Neutral and Investment-Specific Technology Shocks using Bayesian Model Averaging
Strachan, Rodney W.; van Dijk, Herman K. - 2010
) processes. The linear VAR model is extendedto permit cointegration, a range of deterministic processes, equilibrium restrictions …
Persistent link: https://www.econbiz.de/10010326026
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Semiparametric cointegrating rank selection
Cheng, Xu (contributor); Phillips, Peter C. B. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767412
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Bayesian averaging over many dynamic model structures with evidence on the great ratios and liquidity trap risk
Strachan, Rodney W.; Dijk, Herman K. van - 2008
Persistent link: https://www.econbiz.de/10003774524
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Cointegrating rank selection in models with time-varying variance
Cheng, Xu; Phillips, Peter C. B. - 2009
Persistent link: https://www.econbiz.de/10003795694
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Testing linearity in cointegrating relations with an application to purchasing power parity
Hong, Seung Hyun - 2005
Persistent link: https://www.econbiz.de/10003468425
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Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003468433
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Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy
Jochmann, Markus; Koop, Gary; Leon-Gonzalez, Roberto; … - 2009
Persistent link: https://www.econbiz.de/10008696134