Pages that link to "Item:Q1837512"

The following pages link to On the formulation of empirical models in dynamic econometrics (Q1837512):

Displaying 19 items.

• Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
• Empirical modeling in dynamic econometrics (Q1083014) (← links)
• Testing strategies for model specification (Q1084825) (← links)
• Structural time series modeling: A Bayesian approach (Q1095558) (← links)
• Prediction tests in limited dependent variable models (Q1104020) (← links)
• On the role of simulation in the statistical evaluation of econometric models (Q1118318) (← links)
• Encompassing in stationary linear dynamic models (Q1341212) (← links)
• Structural econometric modeling and time series analysis (Q1822192) (← links)
• Comments on testing economic theories and the use of model selection criteria (Q1893410) (← links)
• Granger causality, exogeneity, cointegration, and economic policy analysis (Q2511789) (← links)
• (Q2971497) (← links)
• (Q2971499) (← links)
• Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
• Lagrance-multiplier tersts for weak exogeneity: a synthesis (Q4355142) (← links)
• Statistical Issues in Macroeconomic Modelling^* (Q4416172) (← links)
• A Bayesian encompassing test using combined value-at-risk estimates (Q4554430) (← links)
• J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY (Q4561964) (← links)
• Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables (Q4649603) (← links)
• Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)