✦ LIBER ✦

Macroeconomic dynamics and econometric modelling

✍ Scribed by Stefan Mittnik

Publisher: Elsevier Science
Year: 1987
Tongue: English
Weight: 257 KB
Volume: 30
Category: Article
ISSN: 0377-2217
DOI: 10.1016/0377-2217(87)90068-3

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Asymmetric information and macroeconomic

Asymmetric information and macroeconomic dynamics

✍ Raymond J. Hawkins; Masanao Aoki; B. Roy Frieden 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 318 KB

Integrating econometric and environmetri

Integrating econometric and environmetric modelling

✍ Alan A. Powell 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 690 KB

Monitoring structural change in dynamic

Monitoring structural change in dynamic econometric models

✍ Achim Zeileis; Friedrich Leisch; Christian Kleiber; Kurt Hornik 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 232 KB

## Abstract The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation‐type tests in a monitoring situation—given a history period for which a regression relationship is known to be

Prediction and accommodation in economet

Prediction and accommodation in econometric modelling

✍ Dhammika Dharmapala; Michael McAleer 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 417 KB

Introduction: ‘Model uncertainty and mac

Introduction: ‘Model uncertainty and macroeconomics’

✍ Steven N. Durlauf; Shaun P. Vahey 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 35 KB

The Editors selected papers on the basis of both the importance of the contribution to the area of model uncertainty and macroeconomics, and the themes of the workshop. Each of the papers contained here has undergone the usual rigorous Journal of Applied Econometrics refereeing process. The worksho

Structure and dynamics in econometrics

✍ Jan F. Kiviet; Herman K.van Dijk 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 382 KB