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Dynamic error-in-variables models and limited information analysis

Florens, Jean-Pierre

Persistent link: https://www.econbiz.de/10001268034

Noncausality and marginalization of Markov processes

Florens, Jean-Pierre - In: Econometric theory 9 (1993) 2, pp. 241-262

Persistent link: https://www.econbiz.de/10001143731

A note on price adjustment models in disequilibrium econometrics

Mouchart, Michel - In: Journal of econometrics 2 (1986), pp. 209-217

Persistent link: https://www.econbiz.de/10001036201

Exhaustivité, ancillarité et statistique bayesienne

Florens, Jean-Pierre - In: Annales d'économie et de statistique 4 (1986), pp. 63-93

Persistent link: https://www.econbiz.de/10001036597

Examining the econom(etr)ic relevance of discretizing panel data : an application to the Belgian labour market

Cahuzac, Eric - In: Labour : review of labour economics and industrial relations 8 (1994) 3, pp. 455-488

Persistent link: https://www.econbiz.de/10001175939

Building a structural model : parameterization and structurality

Mouchart, Michel; Orsi, Renzo - In: Econometrics : open access journal 4 (2016) 2, pp. 1-16

A specific concept of structural model is used as a background for discussing the structurality of its parameterization. Conditions for a structural model to be also causal are examined. Difficulties and pitfalls arising from the parameterization are analyzed. In particular, pitfalls when...

Persistent link: https://www.econbiz.de/10011506231