Similar Search Results

Testing conditional independence in macroeconomic policy evaluation for time series data

Fang, Ying; Lin, Ming; Tang, Shengfang; Cai, Zongwu - 2021

Persistent link: https://www.econbiz.de/10012663950

Kausalanalyse makroökonomischer Zusammenhänge mit latenten Variablen : mit einer empirischen Untersuchung des Transmissionsmechanismus monetärer Impulse

Hillmer, Matthias - 1993

Persistent link: https://www.econbiz.de/10013357867

Nonparametric estimation and inference for conditional density based Granger causality measures

Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar - In: Journal of econometrics 180 (2014) 2, pp. 251-264

Persistent link: https://www.econbiz.de/10010433362

A projective approach to conditional independence test for dependent processes

Zhou, Yeqing; Zhang, Yaowu; Zhu, Liping - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 398-407

Persistent link: https://www.econbiz.de/10012804124

Measuring granger causality in quantiles

Song, Xiaojun; Taamouti, Abderrahim - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 937-952

Persistent link: https://www.econbiz.de/10012653205

The locally Gaussian partial correlation

Otneim, Håkon; Tjostheim, Dag - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 924-936

Persistent link: https://www.econbiz.de/10013534580

Estimating time-varying networks for high-dimensional time series

Chen, Jia; Li, Degui; Li, Yuning; Linton, Oliver - 2022 - Version: December 13, 2022

Persistent link: https://www.econbiz.de/10013503856

Semiparametric estimates of monetary policy effects : string theory revisited

Angrist, Joshua D.; Jordà, Òscar; Kuersteiner, Guido M. - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 3, pp. 371-387

Persistent link: https://www.econbiz.de/10012249147

Nonparametric Impulse Response Analysis in Changing Macroeconomic Conditions

Nyberg, Henri; Lanne, Markku - 2021

We introduce a simple nonparametric approach to compute impulse response functions. We first search for clusters of recurrent patterns of observations resembling two sets of given initial conditions, one of which contains the impact effect of the structural shock of interest. Then, to trace out...

Persistent link: https://www.econbiz.de/10013216683

A flexible nonparametric test for conditional independence

Huang, Meng; Sun, Yixiao; White, Halbert - In: Econometric theory 32 (2016) 6, pp. 1434-1482

Persistent link: https://www.econbiz.de/10011661982

1
2
3
4
5
6
7
8
9
10
Next
Last