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Recent developments in modelling nonstationary vector autoregressions

Mills, Terence C. - In: Journal of economic surveys 12 (1998) 3, pp. 279-312

Persistent link: https://www.econbiz.de/10001244882

Resolving the liquidity effect

Pagan, Adrian R. - In: Review / Federal Reserve Bank of St. Louis 77 (1995) 3, pp. 33-54

Persistent link: https://www.econbiz.de/10001333486

Estimation of the demand for cigarettes : a review of the literature

Cameron, Samuel - In: Economic issues 3 (1998) 2, pp. 51-71

Persistent link: https://www.econbiz.de/10001447058

Armut und Ernährung : Literaturanalyse unter besonderer Berücksichtigung der Konsequenzen für Ernährungs- und Gesundheitsstatus und der Ernährungsweies in der Armut

Feichtinger, Elfriede - 1996

Persistent link: https://www.econbiz.de/10013418376

Modern econometric analysis : surveys on recent developments ; with 11 tables

Hübler, Olaf (ed.); Frohn, Joachim (contributor) - 2006

less of a unified econometric theory than in former times. Specific branches which require specific methods have been … Specification and Estimation of Large Scale Simultaneous Structural Macroeconometric Models.- Dynamic Factor Models.- Unit Root … Nonlinear Panel Data Models.- Nonparametric Models and Their Estimation.- Microeconometric Models and Anonymized Micro Data …

Persistent link: https://www.econbiz.de/10003280568

Discrete-time stochastic volatility models and MCMC-based statistical inference

Hautsch, Nikolaus (contributor); Ou, Yangguoyi (contributor) - 2008

In this paper, we review the most common specifications of discrete-time stochastic volatility (SV) models and illustrate the major principles of corresponding Markov Chain Monte Carlo (MCMC) based statistical inference. We provide a hands-on ap proach which is easily implemented in empirical...