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Search: subject:"Recursive residuals"
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Recursive residuals
11
recursive residuals
7
Change-point
4
Dynamic models
4
Chow test
3
Endogenous treatment
3
Propensity score
3
Sample selection
3
Sorting score
3
BLUS residuals
2
Conditional heteroskedasticity
2
Estimation theory
2
Local asymptotic power
2
Mean shift
2
Monetary policy
2
OLS residuals
2
Schätztheorie
2
Variance shift
2
asymmetric effects
2
local delay
2
predictive residuals
2
propensities
2
propensity to consumption
2
real farm price
2
residuals of econometric models
2
sequential tests
2
structural breaks
2
studentized residuals
2
ARCH
1
Asymptotically pivotal statistics
1
CUSUM
1
CUSUM plot
1
CUSUMSQ
1
Causality analysis
1
Demand for meat
1
Dynamic regression model
1
Estimation
1
Higher order serial dependence
1
Kausalanalyse
1
Lagrange Multiplier test
1
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9
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Deng, Ai
4
Perron, Pierre
4
Johansson, Per
3
de Luna, Xavier
3
Breitung, Jörg
2
Delgado, Miguel A.
2
Otto, Sven
2
Velasco, Carlos
2
AYE, Goodness C.
1
Aye, Goodness C.
1
DeLuna, Xavier
1
Doszyń Mariusz
1
GUPTA, Rangan
1
Gupta, Rangan
1
Hassan, Zuhair A.
1
Johansson, Per-Olov
1
Johnson, S.R.
1
Lumsdaine, Robin L.
1
Mariusz, Doszyń
1
Ng, Serena
1
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Department of Economics, Boston University
4
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2
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1
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1
Institutet för Arbetsmarknads- och Utbildningspolitisk Utvärdering (IFAU), Arbetsmarknadsdepartementet
1
Institutionen för Nationalekonomi, Umeå Universitet
1
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Boston University - Department of Economics - Working Papers Series
4
Economics Working Papers / Departamento de Economía, Universidad Carlos III de Madrid
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Folia Oeconomica Stetinensia
2
Agricultural Economics Research
1
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2020: Gender Economics
1
Boston College Working Papers in Economics
1
Regional and Sectoral Economic Studies
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1
Working Paper Series / Institutet för Arbetsmarknads- och Utbildningspolitisk Utvärdering (IFAU), Arbetsmarknadsdepartementet
1
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RePEc
14
ECONIS (ZBW)
2
EconStor
2
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1
Backward CUSUM for testing and monitoring structural change
Otto, Sven
;
Breitung, Jörg
-
2020
propose two alternative detector statistics. The backward CUSUM detector sequentially cumulates the
recursive
residuals
in …
Persistent link: https://www.econbiz.de/10012421897
Saved in:
2
Backward CUSUM for Testing and Monitoring Structural Change
Otto, Sven
;
Breitung, Jörg
-
2020
propose two alternative detector statistics. The backward CUSUM detector sequentially cumulates the
recursive
residuals
in …
Persistent link: https://www.econbiz.de/10012287821
Saved in:
3
A distribution-free transform of the residuals sample autocorrelations with application to model checking
Delgado, Miguel A.
;
Velasco, Carlos
-
Departamento de Economía, Universidad Carlos III de Madrid
-
2010
We propose an asymptotically distribution-free transform of the sample autocorrelations of residuals in general parametric time series models, possibly non-linear in variables. The residuals autocorrelation function is the basic model checking tool in time series analysis, but it is useless when...
Persistent link: https://www.econbiz.de/10008470228
Saved in:
4
A new class of distribution-free tests for time series models specification
Delgado, Miguel A.
;
Velasco, Carlos
-
Departamento de Economía, Universidad Carlos III de Madrid
-
2009
of squares of a few transformed residual autocorrelations. Such transformations are, in fact, the
recursive
residuals
in …
Persistent link: https://www.econbiz.de/10005249678
Saved in:
5
THE EFFECTS OF MONETARY POLICY ON REAL FARM PRICES IN SOUTH AFRICA
AYE, Goodness C.
;
GUPTA, Rangan
- In:
Regional and Sectoral Economic Studies
12
(
2012
)
1
,
pp. 147-158
recursive
residuals
. Moreover, the positive monetary policy was consistently significant either at specific lags or jointly …
Persistent link: https://www.econbiz.de/10010674754
Saved in:
6
The Effects of Monetary Policy On Real Farm Prices in South Africa
Aye, Goodness C.
;
Gupta, Rangan
-
Department of Economics, Faculty of Economic and …
-
2011
recursive
residuals
. Moreover, the positive monetary policy was consistently significant either at specific lags or jointly …
Persistent link: https://www.econbiz.de/10009322875
Saved in:
7
Graphical diagnostics of endogeneity
de Luna, Xavier
;
Johansson, Per
-
Institutionen för Nationalekonomi, Umeå Universitet
-
2001
examining the cumulative sum of the
recursive
residuals
. An interesting case arises with a continuous or ordered (e.g., years of …
Persistent link: https://www.econbiz.de/10005207268
Saved in:
8
Testing exogeneity in cross-section regression by sorting data
DeLuna, Xavier
;
Johansson, Per-Olov
-
2000
We introduce a framework to test for exogeneity of a variable in a regression based on cross-sectional data. By sorting data with respect to a function (sorting score) of known exogeneous variables it is possible to utilize a battery of tools originally develped to detecting model...
Persistent link: https://www.econbiz.de/10011574988
Saved in:
9
Testing exogeneity in cross-section regression by sorting data
de Luna, Xavier
;
Johansson, Per
-
2000
We introduce a framework to test for exogeneity of a variable in a regression based on cross-sectional data. By sorting data with respect to a function (sorting score) of known exogeneous variables it is possible to utilize a battery of tools originally develped to detecting model...
Persistent link: https://www.econbiz.de/10010321090
Saved in:
10
Determination of Impact of Propensities by Means of Residuals of Econometric Models for Spatial Data
Mariusz, Doszyń
- In:
Folia Oeconomica Stetinensia
8
(
2009
)
1
,
pp. 49-56
It is important to be aware that economic occurrences depend also on subjective (psychological and sociological) factors. In many cases these causes could be identified with propensities. Propensities could be understood as a generalized psychological and sociological causes that make...
Persistent link: https://www.econbiz.de/10011008197
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