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Testing omitted variables in VARs - MaRDI portal

Testing omitted variables in VARs (Q6581315)

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scientific article; zbMATH DE number 7889351
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English
Testing omitted variables in VARs
scientific article; zbMATH DE number 7889351

    Statements

    title
    Testing omitted variables in VARs (English)
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    author
    Andrea Beccarini
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    publication date
    30 July 2024
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    zbMATH Keywords
    Kalman filter
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    Hausman test
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    omitted variable bias
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    Phillips curve
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    price puzzle
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    VAR
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    Identifiers

    zbMATH DE Number
    7889351
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