Similar Search Results

Fiscal policy in Sweden : effects of EMU criteria convergence

Hatemi-J, Abdulnasser - In: Economic modelling 19 (2002) 1, pp. 121-136

Persistent link: https://www.econbiz.de/10001638855

Asymmetric generalized impulse responses with an application in finance

Hatemi-J, Abdulnasser - In: Economic modelling 36 (2014), pp. 18-22

Persistent link: https://www.econbiz.de/10010412088

Multivariate tests for autocorrelation in the stable and unstable VAR models

Hatemi-J, Abdulnasser - In: Economic modelling 21 (2004) 4, pp. 661-683

Persistent link: https://www.econbiz.de/10002068720

Forecasting properties of a new method to determine optimal lag order in stable and unstable VAR models

Hatemi-J, Abdulnasser - In: Applied economics letters 15 (2008) 4/6, pp. 239-243

Persistent link: https://www.econbiz.de/10003727223

A bootstrap test for causality with endogenous lag length choice: theory and application in finance

Hacker, Scott; Hatemi-J, Abdulnasser - In: Journal of Economic Studies 39 (2012) May, pp. 144-160

Purpose – In all existing theoretical papers on causality it is assumed that the lag length is known a priori. However, in applied research the lag length has to be selected before testing for causality. The purpose of this paper is to suggest that in investigating the effectiveness of various...

Persistent link: https://www.econbiz.de/10010610867