TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION

DOI10.1017/S0266466614000292zbMath1442.62742MaRDI QIDQ5247353

Katarina Juselius, Kevin D. Hoover

Publication date: 24 April 2015

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective

Cites Work

• Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
• Causal Parameters and Policy Analysis in Economics: A Twentieth Century Retrospective*
• The Statistical Implications of a System of Simultaneous Equations
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