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Econometrics in theory and practice : analysis of cross section, time series and panel data with Stata 15.1
Das, Panchanan - 2019
Persistent link: https://www.econbiz.de/10012120365
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Econometrics in theory and practice : analysis of cross section, time series and panel data with Stata 15.1
Das, Panchanan - 2019
statistical tools needed to understand empirical economic research, the book attempts to provide a balance between theory and …
Persistent link: https://www.econbiz.de/10012127944
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Do Australian investment and savings behave procyclically?
Cooray, Arusha; Felmingham, Bruce S. - In: International journal of economic issues : IJEI 10 (2017) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10011723499
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Error-correction versus differencing in macroeconometric forecasting
Eitrheim, Øyvind; Husebø, Tore Anders; Nymoen, Ragnar - 1998
Recent work by Clements and Hendry have shown why forecasting systems that are in terms of differences, dVARs, can be more accurate than econometric models that include levels variables, ECMs. For example, dVAR forecasts are insulated from parameter non-constancies in the long run mean of the...
Persistent link: https://www.econbiz.de/10011519088
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Encompassing the VAR : a formalization of seasonal encompassing with an application on a German macromodel
Beyer, Andreas - 1998
Persistent link: https://www.econbiz.de/10000991962
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Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of applied econometrics 16 (2001) 3, pp. 289-326
Persistent link: https://www.econbiz.de/10001591901
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Euro Area-Wide and country modelling at the start EMU
Henry, Jérôme - In: Implikationen der Währungsunion für …, (pp. 23-51). 2001
Persistent link: https://www.econbiz.de/10001607073
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Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary; Potter, Simon M. - In: The econometrics journal 4 (2001) 1, pp. 37-55
Persistent link: https://www.econbiz.de/10001612280