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Threshold cointegration

Balke, Nathan S. - In: International economic review 38 (1997) 3, pp. 627-645

Persistent link: https://www.econbiz.de/10001225747

Applying maximum entropy to econometric problems

Fomby, Thomas B. (contributor); … - 1997

Persistent link: https://www.econbiz.de/10001226721

Econometrics and risk management

Fomby, Thomas B. (contributor); … - 2008

products. The reader will find several points of view on credit risk when looked at from the perspective of Econometrics and … Financial Mathematics. The volume consists of eleven contributions by both practitioners and theoreticians with expertise in … financial markets, in general, and econometrics and mathematical finance in particular. The challenge of modeling defaults and …

Persistent link: https://www.econbiz.de/10012049556

Spatial econometrics : qualitative and limited dependent variables

Fomby, Thomas B.; Escanciano, Juan Carlos; Hillebrand, Eric - 2016

Advances in Econometrics is a research annual whose editorial policy is to publish original research articles that … useful in their research. Volume 37 exemplifies this focus by highlighting key research from new developments in econometrics. …

Persistent link: https://www.econbiz.de/10012050397

VAR models in macroeconomics : new developments and applications : essays in honor of Christopher A. Sims

Sims, Christopher A. (honouree); Fomby, Thomas B. (ed.); … - 2014 - 1. ed.

Vector autoregressive (VAR) models are among the most widely used econometric tools in the fields of macroeconomics and financial economics. Much of what we know about the response of the economy to macroeconomic shocks and about how various shocks have contributed to the evolution of...