𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Modeling the price side of econometric models: An analysis of the underlying hypotheses

✍ Scribed by Salih N. Neftçi

Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
728 KB
Volume
10
Category
Article
ISSN
0304-4076

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The role of time series analysis in the
The role of time series analysis in the evaluation of econometric models
✍ J. A. Longbottom; S. Holly 📂 Article 📅 1985 🏛 John Wiley and Sons 🌐 English ⚖ 792 KB

This paper compares the properties of a structural model-the London Business School model of the U.K. economy-with a time series model. Information provided by this type of comparison is a useful diagnostic tool for detecting types of model misspecification. This is a more meaningful way of proceedi

Forecasting with an econometric model: T
Forecasting with an econometric model: The issue of judgemental adjustment
✍ Richard M. Young 📂 Article 📅 1982 🏛 John Wiley and Sons 🌐 English ⚖ 941 KB

## Abstract The paper outlines the current state of forecasting with an econometric model. After briefly distinguishing econometric techniques from other statistical approaches and arguing the advantages of this approach the paper concentrates on the issue of judgemental adjustments to models for f

Modelling the world oil market: Assessme
Modelling the world oil market: Assessment of a quarterly econometric model
✍ Stéphane Dées; Pavlos Karadeloglou; Robert K. Kaufmann; Marcelo Sánchez 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 400 KB

This paper describes a structural econometric model of the world oil market that can be used to analyse oil market developments and risks. Oil demand depends on domestic economic activity and the real price of oil. Oil supply for non-OPEC producers, based on competitive behaviours, is constrained by