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Times series : cointegration

Johansen, Søren - 2014

Persistent link: https://www.econbiz.de/10010418934

Times series : cointegration

Johansen, Søren - 2014

Persistent link: https://www.econbiz.de/10010418999

Graphical models, causal inference, and econometric models

Spirtes, Peter - In: The journal of economic methodology 12 (2005) 1, pp. 3-34

Persistent link: https://www.econbiz.de/10002636725

Estimation and inference in two-step econometric models

Murphy, Kevin M.; Topel, Robert H. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 88-97

Persistent link: https://www.econbiz.de/10001639885

Simultaneous inference in econometric models

Katzenbeisser, Walter - 1981

Persistent link: https://www.econbiz.de/10013278208

Three essays on model selection in time series econometrics : model averaging, causal graphs, and structural identification

Aka, Niels Mariano - 2021

Persistent link: https://www.econbiz.de/10013175078

Markov-Switching Vector Autoregressions : Modelling, Statistical Inference, and Application to Business Cycle Analysis

Krolzig, Hans-Martin - 1997

The book presents a systematic and operational approach to econometric modelling of time series subject to shifts in regime. The first part gives a comprehensive mathematical and statistical analysis of the Markov-switching vector autoregressive model. It deals with the theoretical properties...

Persistent link: https://www.econbiz.de/10013521379

Housing market dynamics in China : findings from an estimated DSGE model

Ng, Eric C. Y. - In: Journal of housing economics 29 (2015), pp. 26-40

Persistent link: https://www.econbiz.de/10011565817

Shadow banks, banking policies and China's macroeconomic fluctuations

Le, Vo Phuong Mai; Matthews, Kent; Meenagh, David; … - In: Journal of international money and finance 116 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013206810

Banking and the macroeconomy in China : a banking crisis deferred?

Le, Vo Phuong Mai; Matthews, Kent; Meenagh, David; … - 2013

finds that the main shocks hitting China in the crisis were international and that domestic banking shocks were unimportant … frictions ; China ; crises ; indirect inference …

Persistent link: https://www.econbiz.de/10009738893