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  • Search: subject:"general to specific"
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Year of publication
Subject
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General-to-specific approach 19 Theorie 18 general-to-specific 17 Theory 15 Cointegration 13 Data mining 11 structural change 10 Forecasting model 9 Panel cointegration 9 Prognoseverfahren 9 Schätzung 9 Time series analysis 9 VAR-Modell 9 Wirtschaftswachstum 9 Zeitreihenanalyse 9 cointegration 9 Estimation 8 Geldpolitik 8 general to specific 8 Cross-country heterogeneity 7 General-to-Specific 7 Heterogeneous panel cointegration techniques 7 Income 7 Kointegration 7 Monetary policy 7 Trade 7 Welt 7 pre-eminence of theory 7 General-to-specific 6 In-sample tests 6 Out-of-sample tests 6 Stock return predictability 6 AIC 5 Autometrics 5 Data Mining 5 Domestic output 5 Economic growth 5 Estimation theory 5 Forecast 5 Foreign aid 5
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Online availability
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Free 76 Undetermined 36 CC license 3
Type of publication
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Book / Working Paper 80 Article 64
Type of publication (narrower categories)
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Article in journal 29 Aufsatz in Zeitschrift 29 Working Paper 22 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Article 5 Conference Paper 3 Report 3 Aufsatz im Buch 1 Book section 1 Thesis 1 research-article 1
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Language
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English 84 Undetermined 53 Spanish 5 French 2
Author
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Herzer, Dierk 17 Morrissey, Oliver 9 Castle, Jennifer 6 Gupta, Rangan 6 Marczak, Martyna 6 Modise, Mampho P. 6 Proietti, Tommaso 6 Werner, Richard A. 6 Noriega-Muro, Antonio E. 5 Ramos-Francia, Manuel 5 Rodríguez-Pérez, Cid Alonso 5 Spanos, Aris 5 Hoover, Kevin D. 4 Karagiannis, Stelios 4 Kumar, Saten 4 Lyonnet, Victor 4 Panagopoulos, Yannis 4 Santos, Carlos 4 Sucarrat, Genaro 4 Vlamis, Prodromos 4 Bårdsen, Gunnar 3 Hendry, David 3 Jensen, Peter Sandholt 3 Jonasson, Patrik 3 Karunaratne, Neil Dias 3 Nymoen, Ragnar 3 Rao, B Bhaskara 3 Würtz, Allan H. 3 Andersen, Laura Mørch 2 Bauwens, Luc 2 Bernstein, David H. 2 Broz, Tanja 2 Colander, David C. 2 Hajam, Arif Gulzar 2 Hendry, David F. 2 Hoover, Kevin 2 Joutz, Frederick L. 2 Jusélius, Katarina 2 Kurita, Takamitsu 2 Madlener, Reinhard 2
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Institution
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EconWPA 6 School of Economics and Management, University of Aarhus 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Center for Financial Studies 2 Department of Economics and Finance, College of Business and Economics 2 Department of Economics, Faculty of Economic and Management Sciences 2 Department of Economics, Oxford University 2 Faculdade de Economia e Gestão, Universidade Católica Portuguesa 2 Ibero-Amerika Institut für Wirtschaftsforschung (IAI), Wirtschaftswissenschaftliche Fakultät 2 London School of Economics (LSE) 2 Verein für Socialpolitik, Ausschuss für Entwicklungsländer 2 Banca d'Italia 1 Banque de France 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Center for the History of Political Economy 1 Centre for Applied Microeconometrics (CAM), Økonomisk Institut 1 Centre for Research in Economic Development and International Trade (CREDIT), School of Economics 1 Centro di Studi Internazionali Sull'Economia e la Sviluppo (CEIS), Facoltà di Economia 1 Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 1 Departamento de Economía, Universidad Carlos III de Madrid 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, Fakulteit Ekonomiese en Bestuurswetenskappe 1 Economics Department, University of California-Davis 1 Ekonomski Institut Zagreb 1 FIW 1 Forschungszentrum Innovation und Dienstleistung, Fakultät Wirtschafts- und Sozialwissenschaften 1 Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain 1 Institut für Weltwirtschaft (IfW) 1 Instituto de Ciencias Sociales, Instituto Madrileño de Estudios Avanzados (IMDEA) 1 School of Economics, Kingston University 1 Sveriges Riksbank 1
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Published in...
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Econometrics 4 Econometrics Journal 4 Economic Modelling 3 Economic modelling 3 Economics - The Open-Access, Open-Assessment E-Journal 3 Economics: The Open-Access, Open-Assessment E-Journal 3 MPRA Paper 3 CFS Working Paper 2 CFS Working Paper Series 2 CREATES Research Papers 2 Econometrics : open access journal 2 Economics Series Working Papers / Department of Economics, Oxford University 2 Emerging Markets Finance and Trade 2 Energy economics 2 IAI Discussion Papers 2 Ibero America Institute for Econ. Research (IAI) Discussion Papers 2 International Journal of Forecasting 2 Journal of Economic Methodology 2 Journal of international financial markets, institutions & money 2 Macroeconomics 2 Microeconomics 2 Proceedings of the German Development Economics Conference, Frankfurt a.M. 2009 2 Proceedings of the German Development Economics Conference, Hannover 2010 2 Working Papers 2 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 2 Working Papers de Economia (Economics Working Papers) 2 Working Papers in Economics 2 Working papers 2 Applied Econometrics and International Development 1 Beiträge zur Jahrestagung des Vereins für Socialpolitik 2010: Ökonomie der Familie - Session: Effectiveness of Foreign Aid 1 Bulletin de la Banque de France 1 Bulletin of economic research 1 CAM Working Papers 1 CC economics 1 CEIS Research Paper 1 CHOPE Working Paper 1 CHOPE working paper 1 CORE Discussion Papers 1 CREDIT Research Paper 1 Center for the History of Political Economy Working Paper Series 1
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Source
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RePEc 77 ECONIS (ZBW) 39 EconStor 23 BASE 4 Other ZBW resources 1
Showing 101 - 110 of 144
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South African stock return predictability in the context data mining: The role of financial variables and international stock returns
Gupta, Rangan; Modise, Mampho P. - In: Economic Modelling 29 (2012) 3, pp. 908-916
-sample general-to-specific model selection with out-of-sample tests of predictive ability to further analyse the predictive power of … mining. The general-to-specific model shows that valuation ratios contain very useful information that explains the behaviour …
Persistent link: https://www.econbiz.de/10010573379
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Lessons from the Bank of England on ‘quantitative easing’ and other ‘unconventional’ monetary policies
Lyonnet, Victor; Werner, Richard - In: International Review of Financial Analysis 25 (2012) C, pp. 94-105
general-to-specific econometric modelling methodology (a.k.a. the ‘Hendry’ or ‘LSE’ methodology) in order to determine the …
Persistent link: https://www.econbiz.de/10010603430
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MOSES : model for studying the economy in Sweden
Bårdsen, Gunnar; Reijer, Ard H. J. den; Jonasson, Patrik; … - In: Economic modelling 29 (2012) 6, pp. 2566-2582
Persistent link: https://www.econbiz.de/10009673659
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Lessons from the Bank of England on "quantitative easing" and other "unconventional" monetary policies
Lyonnet, Victor; Werner, Richard A. - In: International review of financial analysis 25 (2012), pp. 94-105
Persistent link: https://www.econbiz.de/10009688136
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South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Gupta, Rangan; Modise, Mampho P. - In: Economic modelling 29 (2012) 3, pp. 908-916
Persistent link: https://www.econbiz.de/10009545495
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Modelling money demand in the Dominican Republic
Sánchez-Fung, José R. - School of Economics, Kingston University - 2004
The paper models money demand in the Dominican Republic using a novel, automatic general-to-specific, econometric …
Persistent link: https://www.econbiz.de/10010961071
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Macroeconomic Variables and South African Stock Return Predictability
Gupta, Rangan; Modise, Mampho P. - Department of Economics, Faculty of Economic and … - 2011
mining. Further, we use a procedure that combines the in-sample general-to-specific model selection with tests of out … horizons. The general-to-specific model confirms the importance of different interest rate variables in explaining the …
Persistent link: https://www.econbiz.de/10008876620
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Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates
Castle, Jennifer; Qin, Xiaochuan; Reed, W. Robert - Department of Economics and Finance, College of … - 2011
This review surveys a number of common Model Selection Algorithms (MSAs), discusses how they relate to each other, and identifies factors that explain their relative performances. At the heart of MSA performance is the trade-off between Type I and Type II errors. Some relevant variables will be...
Persistent link: https://www.econbiz.de/10008800740
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Automated model selection in finance: General-to-specic modelling of the mean and volatility specications
Escribano, Alvaro; Sucarrat, Genaro - Instituto de Ciencias Sociales, Instituto Madrileño de … - 2011
General-to-Specific (GETS) modelling has witnessed major advances over the last decade thanks to the automation of …
Persistent link: https://www.econbiz.de/10009144865
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Export Response to the Reduction of Anti-Export Bias: Empirics from Bangladesh
Hossain, Mohammad A.; Karunaratne, Neil Dias - 2002
The paper assesses the relationship between export growth of Bangladesh and trade liberalisation, the latter being proxied by the reduction of anti-export bias. In the empirical analysis, separate supply equations for total exports, (total) manufacturing exports, and textiles and readymade...
Persistent link: https://www.econbiz.de/10009447979
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