Special issue on modern econometric analysis - surveys on recent developments
HÜBLER, Olaf; FROHN, Joachim; CHEN, Pu; BREITUNG, Jörg; EICKMEIER, Sandra; WOLTERS, Jürgen; HASSLER, Uwe; LUETKEPOHL, Helmut; HERWARTZ, Helmut; FITZENBERGER, Bernd; WILKE, Ralf A.; HÜBLER, Olaf; KAUERMANN, Göran; RONNING, Gerd; BOES, Stefan; WINKELMANN, Rainer; SCHNEEWEISS, Hans; AUGUSTIN, Thomas; CALIENDO, Marco; HUJER, Reinhard; RäSSLER, Susanne; RIPHAHN, Regina T.
Allgemeines statistisches Archiv, 2006, 90, 1, 1-232
HÜBLER, Olaf, FROHN, Joachim, CHEN, Pu, BREITUNG, Jörg, EICKMEIER, Sandra, WOLTERS, Jürgen, HASSLER, Uwe, LUETKEPOHL, Helmut, HERWARTZ, Helmut, FITZENBERGER, Bernd, WILKE, Ralf A., HÜBLER, Olaf, KAUERMANN, Göran, RONNING, Gerd, BOES, Stefan, WINKELMANN, Rainer, SCHNEEWEISS, Hans, AUGUSTIN, Thomas, CALIENDO, Marco, HUJER, Reinhard, RäSSLER, Susanne, RIPHAHN, Regina T., Special issue on modern econometric analysis - surveys on recent developments, Allgemeines statistisches Archiv, 2006, 90, 1, 1-232 - https://hdl.handle.net/1814/17474
Retrieved from Cadmus, EUI Research Repository
Cadmus permanent link: https://hdl.handle.net/1814/17474
Keyword(s): Econometric models Statistical methods Economic methodology Research trends Estimation Applied economics Regression analysis Dynamic models Stationarity Time series Dickey-Fuller test Significance tests Cointegration Error correction models Vector-autoregressive models Modelling Volatility Maximum likelihood method Panel data Linear models Error Labour economics Survey data Data collection Macroeconometric models Factor models Unit root Autoregressive distributive lag models High frequency data Nonparametric models Microeconometric models
Files associated with this item
There are no files associated with this item.
Showing items related by title, author, creator and subject.
Title:Statistical methods for causal analysis in life course research : an illustration of a cross-lagged structural equation model, a latent growth model, and an autoregressive latent trajectories model Author(s):PAKPAHAN, Eduwin; KRÖGER, Hannes; HOFFMANN, RasmusDate:2017Citation:International journal of social research methodology, 2017, Vol. 20, No. 1, pp. 1-19Type:ArticleAbstract:We present three statistical methods for causal analysis in life course research that are able to take into account the order of events and their possible causal relationship: a cross-lagged model, a latent growth model ...
Title:DGSE model evaluation and hybrid models : a comparison Author(s):PACCAGNINI, AlessiaDate:2011Type:Working PaperSeries/Number:EUI MWP; 2011/11Abstract:This paper discusses the estimation of Dynamic Stochastic General Equilibrium (DSGE) models using hybrid models. These econometric tools provide the combination of an atheoretical statistical representation and the theoretical ...
Title:Selecting predictors by using Bayesian model averaging in bridge models Author(s):BENCIVELLI, Lorenzo; MARCELLINO, Massimiliano; MORETTI, GianlucaDate:2012Type:Working PaperSeries/Number:Bank of Italy Economic Working Paper; 2012/872