The following pages link to Dynamic Econometrics (Q4398388):
Displaying 50 items.
- Impact factors (Q265013) (← links)
- Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
- Nonresponse in dynamic panel data models (Q291712) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- The structure of US food demand (Q299482) (← links)
- On the statistical identification of DSGE models (Q302169) (← links)
- The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
- The ontological status of shocks and trends in macroeconomics (Q516204) (← links)
- Useful conclusions from surprising results (Q527987) (← links)
- Automatic selection of indicators in a fully saturated regression (Q626211) (← links)
- A low-dimension portmanteau test for non-linearity (Q736672) (← links)
- Model selection using information criteria and genetic algorithms (Q816056) (← links)
- On the specification and estimation of large scale simultaneous structural macroeconometric models (Q862776) (← links)
- On the appropriateness of inappropriate VaR models (Q878314) (← links)
- Modeling nonlinearities with mixtures-of-experts of time series models (Q885621) (← links)
- Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration (Q956511) (← links)
- Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks (Q957214) (← links)
- Info-gap forecasting and the advantage of sub-optimal models (Q1011283) (← links)
- Modelling nonlinear count time series with local mixtures of Poisson autoregressions (Q1020204) (← links)
- Variable selection in regression models using nonstandard optimisation of information criteria (Q1020778) (← links)
- Cobra: a package for co-breaking analysis (Q1020861) (← links)
- Empirical modeling in dynamic econometrics (Q1083014) (← links)
- Responses in output to monetary shocks and the interest rate: A rational expectations model with working capital (Q1274433) (← links)
- Loss development forecasting models: an econometrician's view (Q1282143) (← links)
- Structural relations, cointegration and identification: Some simple results and their application (Q1305652) (← links)
- Encompassing in stationary linear dynamic models (Q1341212) (← links)
- Codependent cycles (Q1371367) (← links)
- Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (Q1371374) (← links)
- Diagnostic tools for random effects in the repeated measures growth curve model (Q1566698) (← links)
- Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
- Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets (Q1615795) (← links)
- Testing for serial independence of panel errors (Q1623526) (← links)
- Complete subset regressions with large-dimensional sets of predictors (Q1657568) (← links)
- The ability to correct the bias in the stable AD(1,1) model with a feedback effect (Q1659112) (← links)
- Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
- Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods (Q1659126) (← links)
- Mean lag in general error correction models (Q1668259) (← links)
- Weak exogeneity in \(I(2)\) VAR systems (Q1808548) (← links)
- Achievements and challenges in econometric methodology (Q1841080) (← links)
- Typologies of linear dynamic systems and models (Q1918124) (← links)
- Impulse saturation break tests (Q1934682) (← links)
- Vector rational error correction (Q1960550) (← links)
- Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
- The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists (Q2150929) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- A survey of exogeneity in vector error correction models (Q2197390) (← links)
- Forecasting with a parsimonious subset VAR model (Q2345142) (← links)
- Fiscal episodes and market power (Q2416246) (← links)
- School system evaluation by value added analysis under endogeneity (Q2443322) (← links)
- Stochastic ceteris paribus simulations (Q2476607) (← links)
