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ALEXANDRU, Ciprian; CARAGEA, Nicoleta; DOBRE, Ana Maria - In: CrossCultural Management Journal (2013) 27, pp. 59-67

Multivariate data analysis in the context of autoregressive models has evolved as a standard instrument in econometrics … is vars (Pfaff, 2008) containing functions for diagnostic testing, estimation of a restricted models, prediction …

Persistent link: https://www.econbiz.de/10010682812

VECTOR AUTOREGRESSIVE MODELS USING “R”

ALEXANDRU, Ciprian; CARAGEA, Nicoleta; DOBRE, Ana Maria - In: SEA - Practical Application of Science (2013) 1, pp. 59-67

Persistent link: https://www.econbiz.de/10011079716

Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments

DUFOUR, Jean-Marie; TAAMOUTI, Mohamed - Centre Interuniversitaire de Recherche en Économie … - 2003

Persistent link: https://www.econbiz.de/10005346011

Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments

Dufour, Jean-Marie; Taamouti, Mohamed - Centre Interuniversitaire de Recherche en Analyse des … - 2003

It is well known that standard asymptotic theory is not valid or is extremely unreliable in models with identification problems or weak instruments [Dufour (1997, Econometrica), Staiger and Stock (1997, Econometrica), Wang and Zivot (1998, Econometrica), Stock and Wright (2000, Econometrica),...

Persistent link: https://www.econbiz.de/10005101049

Time Series Analysis Of GDP and Market Indices

Honnerová, Jana - In: Bulletin of the Czech Econometric Society 10 (2003)

The paper is concerned with time series analysis of GDP growth and returns of securities market indices. The main goal was to identify cyclical patterns in the examined series and to demonstrate correlation among the individual series. First part of the paper presents deals with fitting the...

Persistent link: https://www.econbiz.de/10008528795

Is economic growth a random walk?

Maurer, Rainer - Institut für Weltwirtschaft (IfW) - 1995

This paper tests the hypothesis that real per capita income growth rates are random walks against the hypothesis implied by models of endogenous growth that they are stationary. Thereby the influence of the choice of different test statistics as well as the choice of the H0 on the test results...

Persistent link: https://www.econbiz.de/10009367381