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Faust, Jon - In: Carnegie Rochester conference series on public policy : … 47 (1997), pp. 191-195

Persistent link: https://www.econbiz.de/10001242078

General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP : a...

Faust, Jon - In: Carnegie Rochester conference series on public policy : … 47 (1997), pp. 121-161

Persistent link: https://www.econbiz.de/10001242080

General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP: A t...

Faust, Jon; Whiteman, Charles H. - In: Carnegie-Rochester Conference Series on Public Policy 47 (1997) 1, pp. 121-161

Persistent link: https://www.econbiz.de/10005348286

Rejoinder to Hendry

Faust, Jon; Whiteman, Charles H. - In: Carnegie Rochester conference series on public policy : … 47 (1997), pp. 191-196

Persistent link: https://www.econbiz.de/10006309810

General-to-Specific Procedures for Fitting a Data-Admissible, Theory-Inspired, Congruent, Parsimonious, Encompassing, Weakly-Exogenous, Identified, Structural Model to the Dgp : A...

Faust, Jon; Whiteman, Charles H. - 1997

We characterize the LSE approach by its implications for reduced-form modeling and structural interpretations. Much of what has come to be associated with the LSE methodology involves the approach to fitting reduced forms samples plagued by serial correlation. The policy analysis one might be...

Persistent link: https://www.econbiz.de/10014074151