Showing 1 - 10 of 89,218
We are aimed to develop a systematic introduction to a new weak dependence condition. We show that some popular models … hold this property : stationary Markov models, bilinear models, and more generally, Bernoulli shifts. …
Persistent link: https://www.econbiz.de/10005641014
. It is shown how Sunkel deployed Schumpeter's 1954 distinction between "vision" and "scientific models", and how he took …
Persistent link: https://www.econbiz.de/10011759989
Michigan Surveys of Consumers. While these measures have been useful in developing models of forecasting inflation, the data …
Persistent link: https://www.econbiz.de/10009650037
Nowcasting can play a key role in giving policymakers timelier insight to data published with a significant time lag, such as final GDP figures. Currently, there are a plethora of methodologies and approaches for practitioners to choose from. However, there lacks a comprehensive comparison of...
Persistent link: https://www.econbiz.de/10014084603
The paper describes the specification, estimation, and testing of an unrestricted structural econometric model design to explain and forecast individual returns of securities listed on the Brazilian stock market. The model's explanatory variables include macroeconomic, fundamental and...
Persistent link: https://www.econbiz.de/10014112120
In this chapter, we present econometric and statistical methods for analyzing randomized experiments. For basic experiments, we stress randomization-based inference as opposed to sampling-based inference. In randomization-based inference, uncertainty in estimates arises naturally from the random...
Persistent link: https://www.econbiz.de/10014023416
Persistent link: https://www.econbiz.de/10009748700
There are a number of econometrics tools to deal with the different type of situations in which cointegration can … appear: I(1), I(2), seasonal, polynomial, etc. There are also different kinds of Vector Error Correction models related to … aim: (i) a general class of models is introduced in this paper and (ii) an automatic method to identify models, based on …
Persistent link: https://www.econbiz.de/10011499608
There are a number of econometrics tools to deal with the different types of situations in which cointegration can … appear: I(1), I(2), seasonal, polyno- mial, etc. There are also different kinds of Vector Error Correction models related to …. To this aim: (i) they introduce a general class of models and (ii) provide an automatic method to identify models, based …
Persistent link: https://www.econbiz.de/10011554319
The paper begins with a figurative representation of the contrast between present-day and formal applied econometrics …. An explication of the status of bridge principles in applied econometrics follows. To illustrate the concepts used in the … prescriptions of formal econometrics in the tradition of Ragnar Frisch with the commands of present-day econometrics in the …
Persistent link: https://www.econbiz.de/10011650121