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Nonlinear impact estimation in spatial autoregressive models

Ay, Jean-Sauveur; Ayouba, Kassoum; Le Gallo, Julie - In: Economics letters 163 (2018), pp. 59-64

Persistent link: https://www.econbiz.de/10011982927

Automatic identification of general vector error correction models

Arbués, Ignacio; Ledo, Ramiro; Matilla-García, Mariano - 2016

There are a number of econometrics tools to deal with the different type of situations in which cointegration can …

Persistent link: https://www.econbiz.de/10011499608

Automatic identification of general vector error correction models

Arbués, Ignacio; Ledo, Ramiro; Matilla-García, Mariano - 2016

There are a number of econometrics tools to deal with the different types of situations in which cointegration can …

Persistent link: https://www.econbiz.de/10011554319

Causal transmission in reduced-form models

Bazinas, Vassilios; Nielsen, Bent - In: Econometrics : open access journal 10 (2022) 2, pp. 1-25

We propose a method to explore the causal transmission of an intervention through two endogenous variables of interest. We refer to the intervention as a catalyst variable. The method is based on the reduced-form system formed from the conditional distribution of the two endogenous variables...

Persistent link: https://www.econbiz.de/10013355236

Applied Statistics and Econometrics : Basic Topics and Tools with Gretl and R

Kivedal, Bjørnar Karlsen - 2024

This accessible textbook introduces the foundations of applied econometrics and statistics for undergraduate students …. It covers key topics in econometrics by using step-by-step examples in Gretl and R, providing a guide to using … for upper undergraduate students taking courses in introductory econometrics and statistics, as well as students in …

Persistent link: https://www.econbiz.de/10014519030

Non-cointegration and econometric evaluation of models of regional shift and share

Brown, Scott James; Coulson, N. Edward; Engle, Robert F. - 1990

Persistent link: https://www.econbiz.de/10000786474

New directions in econometric practice : general to specific modelling, cointegration and vector autoregression

Charemza, Wojciech; Deadman, Derek F. - 1997 - 2. ed.

Persistent link: https://www.econbiz.de/10000613833

Econometric theory

Davidson, James E. H.; Davidson, James E. H. - 2000 - 1. publ.

Persistent link: https://www.econbiz.de/10000591834

Co-integration, error correction, and the econometric analysis of non-stationary data

Banerjee, Anindya; Dolado, Juan J.; Galbraith, John W.; … - 1996 - Reprinted

Persistent link: https://www.econbiz.de/10000592333

Dynamic Econometrics : Models and Applications

Bismans, Francis; Damette, Olivier - 2025

1. General Introduction -- 2. Dynamics in Econometrics -- 3. Estimating the Model -- 4. Testing the Model -- 5. Non …-Stationarity and Cointegration -- 6. Specifying the ARDL Model -- 7. Vector Autoregressions -- 8. Panel Data Models -- 9. Non … Statistics, Nelson Mandela University, Port Elizabeth, South Africa “This book is an outstanding contribution to econometrics …

Persistent link: https://www.econbiz.de/10015206755