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The failure of financial econometrics : assessing the cointegration "revolution"
Moosa, Imad A. - In: Journal / The Capco Institute : journal of financial … 32 (2011), pp. 113-122
Persistent link: https://www.econbiz.de/10009629245
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Time series econometrics
Neusser, Klaus - 2016
Persistent link: https://www.econbiz.de/10011485298
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Applied econometrics and implications for energy economics research
Smyth, Russell; Narayan, Paresh Kumar - In: Energy economics 50 (2015), pp. 351-358
Persistent link: https://www.econbiz.de/10011564120
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Sensitivity analysis of SAR estimators : a numerical approximation
Liu, Shuangzhe; Polasek, Wolfgang; Sellner, Richard - 2011
Estimators of spatial autoregressive (SAR) models depend in a highly non-linear way on the spatial correlation parameter and least squares (LS) estimators cannot be computed in closed form. We first compare two simple LS estimators by distance and covariance properties and then we study the...
Persistent link: https://www.econbiz.de/10009686170
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Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Vogelsang, Timothy J.; Wagner, Martin - 2011
literature. -- bandwidth ; cointegration ; fixed-b asymptotics ; fully modified OLS ; IM-OLS ; kernel …
Persistent link: https://www.econbiz.de/10009686172
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The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
Castle, Jennifer (ed.); Hendry, David F. (honouree) - 2009 - 1. publ.
Persistent link: https://www.econbiz.de/10003734868
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Topics in dynamic model analysis : advanced matrix methods and unit-root econometrics representation theorems
Faliva, Mario; Zoia, Maria Grazia - 2006
Persistent link: https://www.econbiz.de/10003055663
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Analysis of integrated and cointegrated time series with R
Pfaff, Bernhard - 2006
Persistent link: https://www.econbiz.de/10003028229
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Arbeiten mit ökonometrischen Modellen
Gaab, Werner (ed.) - 2004 - 1. Aufl.
Das vorliegende Buch ist eine Einführung in die praktische Arbeit mit makroökonometrischen Modellen. Die Autoren sind auf dem Feld national und international ausgewiesene Wissenschaftler. Die Beiträge thematisieren alle Aspekte des Verständnisses der statistisch/ökonometrisch und...
Persistent link: https://www.econbiz.de/10001847043
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Applied time series econometrics
Lütkepohl, Helmut (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10001851355