Narrow search
Showing 1 - 10 of 1,614
Cover Image
Statistical estimation of linear economic relationships : distributed lags and simultaneous equations
Gupta, Yash P. - 1971
Persistent link: https://www.econbiz.de/10000049058
Cover Image
A taxonomy of spatial econometric models for simultaneous equations systems
Rey, Sergio J.; Boarnet, Marlon G. - In: Advances in spatial econometrics : methodology, tools …, (pp. 99-119). 2004
Persistent link: https://www.econbiz.de/10003396597
Cover Image
Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400166
Cover Image
Discrete factor approximations in simultaneous equation models : estimating the impact of a dummy endogenous variable on a continuous outcome
Mroz, Thomas A. - In: Journal of econometrics 92 (1999) 2, pp. 233-274
Persistent link: https://www.econbiz.de/10001400168
Cover Image
Structural constant conditional correlation
Weber, Enzo (contributor) - 2008
A small strand of recent literature is occupied with identifying simultaneity in multiple equation systems through autoregressive conditional heteroscedasticity. Since this approach assumes that the structural innovations are uncorrelated, any contemporaneous connection of the endogenous...
Persistent link: https://www.econbiz.de/10003636117
Cover Image
Simultaneous equation econometrics : the missing example
Epple, Dennis N.; McCallum, Bennett T. - In: Economic inquiry : journal of the Western Economic … 44 (2006) 2, pp. 374-384
Persistent link: https://www.econbiz.de/10003316244
Cover Image
Structural dynamic conditional correlation
Weber, Enzo - 2008
In the literature of identifcation through autoregressive conditional heteroscedasticity, Weber (2008) developed the structural constant conditional correlation (SCCC) model. Besides determining linear simultaneous influences between several variables, this model considers interaction in the...
Persistent link: https://www.econbiz.de/10003796131
Cover Image
Financial contagion and tests using instrumental variables
Pick, Andreas - 2007
Persistent link: https://www.econbiz.de/10003482460
Cover Image
Structural conditional correlation
Weber, Enzo - 2009
Persistent link: https://www.econbiz.de/10003908252
Cover Image
The simultaneous relation between fund flows and returns
Benson, Karen; Faff, Robert W.; Smith, Tom - In: Australian journal of management 35 (2010) 1, pp. 51-68
Persistent link: https://www.econbiz.de/10003975426