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Instrumental variable and variable addition based inference in predictive regressions

Breitung, Jörg; Demetrescu, Matei - In: Journal of econometrics 187 (2015) 1, pp. 358-375

Persistent link: https://www.econbiz.de/10011499478

Impossible inference in econometrics : theory and applications to regression discontinuity, bunching, and exogeneity tests

Bertanha, Marinho; Moreira, Marcelo J. - 2017 - This version: December 7, 2016

Persistent link: https://www.econbiz.de/10011795914

A score-driven filter for causal regression models with time-varying parameters and endogenous regressors

Blasques, Francisco; Stegehuis, Noah - 2024

This paper proposes a score-driven model for filtering time-varying causal parameters through the use of instrumental variables. In the presence of suitable instruments, we show that we can uncover dynamic causal relations between variables, even in the presence of regressor endogeneity which...

Persistent link: https://www.econbiz.de/10014496538

Same root different leaves : time series and cross-sectional methods in panel data

Shen, Dennis; Ding, Peng; Sekhon, Jasjeet Singh; Yu, Bin - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 6, pp. 2125-2154

Persistent link: https://www.econbiz.de/10014438268

Export and GDP growth nexus in India : an econometric study

Datta, Kanchan; De, Subhasis - In: International journal of economic issues : IJEI 7 (2014) 2, pp. 259-277

Persistent link: https://www.econbiz.de/10011289535

Co-movements of the Indian stock market

Sudhakar, Aare; Sireesha, P. Bhanu - In: GITAM journal of management : a quarterly publication … 13 (2015) 2, pp. 40-59

Persistent link: https://www.econbiz.de/10011398114

Co-movements of the Indian stock market with select developed markets

Sudhakar, Aare; Sireesha, P. Bhansu - In: GITAM journal of management : a quarterly publication … 12 (2014) 4, pp. 137-156

Persistent link: https://www.econbiz.de/10011292576

Foreign direct investment and macroeconomic factors : evidence from the Indian economy

Tripathi, Vanita; Seth, Ritika; Bhandari, Varun - In: Asia-Pacific journal of management research and … 11 (2015) 1, pp. 46-56

Persistent link: https://www.econbiz.de/10011383278

Public-private investment and macroeconomic determinants : evidence from MENA countries

Alber, Nader; Kheir, Vivian Bushra - In: International journal of economics and finance 11 (2019) 1, pp. 15-27

Persistent link: https://www.econbiz.de/10011962235

Inferring causal interactions in financial markets using conditional Granger causality based on quantile regression

Cheng, Hong; Wang, Yunqing; Wang, Yihong; Yang, Tinggan - In: Computational economics 59 (2022) 2, pp. 719-748

Persistent link: https://www.econbiz.de/10013169042