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Dijk, Herman K. van
51
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39
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27
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RePEc
8,397
ECONIS (ZBW)
710
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1
Improved Small Sample Midel selection Procedures.
King, M.L.
;
Forbes, C.S.
;
Morgan, A.
-
Department of Econometrics and Business Statistics, …
-
1996
This paper is concerned with model selection based on penalized maximized log likelihood function. Its main emphasis is on how these penalities might be chosen in small samples to give good statistical properties.
Persistent link: https://www.econbiz.de/10005087604
Saved in:
2
Additive Nonparametric Regression with Autocorrelated Errors.
Smith, M.
;
Wong, C.M.
;
Kohn, R.
-
Department of Econometrics and Business Statistics, …
-
1996
A Bayesian approach is presented for nonparametric estimation of an additive regression model with autocorrelated errors.
Persistent link: https://www.econbiz.de/10005149033
Saved in:
3
The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation.
Smith, J.C.
;
Otero, J.
-
Department of Economics, University of Warwick
-
1996
In this paper we assess, via Monte Carlo Simulations, the effects of some seasonal adjustment linear filters on cointegrating regressions. We find that the use of filters has adverse consequences in terms of the power of the Augmented Dickey and Fuller and Phillips and Perron tests of cointegration.
Persistent link: https://www.econbiz.de/10005583096
Saved in:
4
Bayesian Inference in the Non-Central Student-T Model.
Tsionas, E.G.
-
Department of International and European Economic …
-
2000
The paper takes up Basesian inference in linear models with disturbances from a non-central Student-t distribution.
Persistent link: https://www.econbiz.de/10008619412
Saved in:
5
Time Series Simulation With Quasi Monte Carlo Methods.
Li, J.X.
;
Winker, P.
-
Department of Economics, Pennsylvania State University
-
2000
This paper compares quasi Monte Carlo methods, in particular so-called (t,m,s)-Nets, with classical Monte Carlo approaches for simulating econometric time-series.
Persistent link: https://www.econbiz.de/10005631515
Saved in:
6
A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables.
Swanson, N.R.
;
Ozyildirim, A.
;
Pisu, M.
-
Department of Economics, Pennsylvania State University
-
1996
A number of variations of seven causality tests of the absence of causal ordering are examined. The various of the tests considered account not only for stationarity, but also for integratedness and/or contegratedness among the variables in the model.
Persistent link: https://www.econbiz.de/10005631516
Saved in:
7
Bayesian Inference in the Non-Central Student-T Model.
Tsionas, E.G.
-
Athens University of Economics and Business (AUEB)
-
2000
The paper takes up Basesian inference in linear models with disturbances from a non-central Student-t distribution.
Persistent link: https://www.econbiz.de/10005671877
Saved in:
8
A Policy Model to Analyze Macroprudential Regulations and Monetary Policy
Alpanda, Sami
;
Cateau, Gino
;
Meh, Césaire
-
Bank of Canada
-
2014
We construct a small-open-economy, New Keynesian dynamic stochastic general-equilibrium model with real-financial linkages to analyze the effects of financial shocks and macroprudential policies on the Canadian economy. Our model has four key features. First, it allows for non-trivial...
Persistent link: https://www.econbiz.de/10010849963
Saved in:
9
ToTEM II: An Updated Version of the Bank of Canada’s Quarterly Projection Model
Dorich, José
;
Johnston, Michael K.
;
Mendes, Rhys R.
; …
-
Bank of Canada
-
2013
This report provides a detailed technical description of an updated version of the Terms-of-Trade Economic Model (ToTEM II), which replaced ToTEM (Murchison and Rennison 2006) in June 2011 as the Bank of Canada’s quarterly projection model for Canada. ToTEM has been improved along a number of...
Persistent link: https://www.econbiz.de/10010849975
Saved in:
10
Analyzing and Forecasting the Canadian Economy through the LENS Model
Gervais, Olivier
;
Gosselin, Marc-André
-
Bank of Canada
-
2014
The authors describe the key features of a new large-scale Canadian macroeconomic forecasting model developed over the past two years at the Bank of Canada. The new model, called LENS for Large Empirical and Semi-structural model, uses a methodology similar to the Federal Reserve Board’s...
Persistent link: https://www.econbiz.de/10011265714
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