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Nonlinear impact estimation in spatial autoregressive models

Ay, Jean-Sauveur; Ayouba, Kassoum; Le Gallo, Julie - In: Economics letters 163 (2018), pp. 59-64

Persistent link: https://www.econbiz.de/10011982927

Using cointegration analysis in econometric modelling

Harris, Richard I. D.; Harris, Richard I. D. - 1995 - 1. print.

Persistent link: https://www.econbiz.de/10000904923

New directions in econometric practice : general to specific modelling, cointegration and vector autoregression

Charemza, Wojciech; Deadman, Derek F. - 1997 - 2. ed.

Persistent link: https://www.econbiz.de/10000613833

Econometric theory

Davidson, James; Davidson, James E. H. - 2000 - 1. publ.

Persistent link: https://www.econbiz.de/10000591834

Non-stationary time series analysis and cointegration

Hargreaves, Colin P. (ed.) - 1994

Persistent link: https://www.econbiz.de/10013480139

Permanente Komponenten makroökonomischer Variablen in der Schweiz

Kaufmann, Sylvia - 1994

Persistent link: https://www.econbiz.de/10013386243

Applied Statistics and Econometrics : Basic Topics and Tools with Gretl and R

Kivedal, Bjørnar Karlsen - 2024

This accessible textbook introduces the foundations of applied econometrics and statistics for undergraduate students …. It covers key topics in econometrics by using step-by-step examples in Gretl and R, providing a guide to using … for upper undergraduate students taking courses in introductory econometrics and statistics, as well as students in …

Persistent link: https://www.econbiz.de/10014519030

Investigating inflation persistence across monetary regimes

Benati, Luca - 2008

Under inflation targeting inflation exhibits negative serial correlation in the United Kingdom, and little or no persistence in Canada, Sweden and New Zealand, and estimates of the indexation parameter in hybrid New Keynesian Phillips curves are either equal to zero, or very low, in all...

Persistent link: https://www.econbiz.de/10011604897

Bayesian inference in a stochastic volatility Nelson-Siegel Model

Hautsch, Nikolaus; Yang, Fuyu - 2010

In this paper, we develop and apply Bayesian inference for an extended Nelson-Siegel (1987) term structure model capturing interest rate risk. The so-called Stochastic Volatility Nelson-Siegel (SVNS) model allows for stochastic volatility in the underlying yield factors. We propose a Markov...

Persistent link: https://www.econbiz.de/10010270702

Posterior simulation and model choice in longitudinal generalized linear models

Chib, Siddhartha - 1996

Persistent link: https://www.econbiz.de/10000943118

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