Searching for a theory that fits the data: A personal research odyssey
Author
Suggested Citation
Download full text from publisher
Other versions of this item:
- Katarina Juselius, 2021. "Searching for a Theory That Fits the Data: A Personal Research Odyssey," Econometrics, MDPI, vol. 9(1), pages 1-27, February.
References listed on IDEAS
- Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius, 2008.
"A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings,"
Discussion Papers
08-31, University of Copenhagen. Department of Economics.
- Roman Frydman & Michael D. Goldberg & Søren Johansen & Katarina Juselius, 2009. "A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings," CREATES Research Papers 2009-01, Department of Economics and Business Economics, Aarhus University.
- Ordóñez, Javier & Jusélius, Katarina, 2009. "Balassa-Samuelson and Wage, Price and Unemployment Dynamics in the Spanish Transition to EMU Membership," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-30.
- Juselius, Katarina, 1993.
"VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling,"
Empirical Economics, Springer, vol. 18(4), pages 595-622.
- : Katarina Juselius, 1993. "VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling," Discussion Papers 93-05, University of Copenhagen. Department of Economics.
- Haavelmo, Trygve, 2015. "Structural Models And Econometrics," Econometric Theory, Cambridge University Press, vol. 31(1), pages 85-92, February.
- Katarina Juselius & Abdulaziz Reshid & Finn Tarp, 2017.
"The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana,"
Journal of Development Studies, Taylor & Francis Journals, vol. 53(7), pages 1075-1103, July.
- Katarina Juselius & Abdulaziz Reshid & Finn Tarp, 2013. "The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana," WIDER Working Paper Series wp-2013-090, World Institute for Development Economic Research (UNU-WIDER).
- Katarina Juselius & Abdulaziz Reshid & Finn Tarp, 2014. "The Real Exchange Rate, Foreign Aid and Macroeconomic Transmission Mechanisms in Tanzania and Ghana," Discussion Papers 14-02, University of Copenhagen. Department of Economics.
- Katarina Juselius, 1999.
"Models and relations in economics and econometrics,"
Journal of Economic Methodology, Taylor & Francis Journals, vol. 6(2), pages 259-290.
- Katarina Juselius, 1999. "Models and Relations in Economics and Econometrics," Discussion Papers 99-13, University of Copenhagen. Department of Economics.
- Juselius, Katarina, 2015.
"Haavelmo’S Probability Approach And The Cointegrated Var,"
Econometric Theory, Cambridge University Press, vol. 31(2), pages 213-232, April.
- Katarina Juselius, 2012. "Haavelmo's Probability Approach and the Cointegrated VAR," Discussion Papers 12-01, University of Copenhagen. Department of Economics.
- D. Colander & H. Follmer & A. Haas & M. Goldberg & K. Juselius & A. Kirman & T. Lux & B. Sloth, 2010.
"The Financial Crisis and the Systemic Failure of Academic Economics,"
Voprosy Ekonomiki, NP Voprosy Ekonomiki, issue 6.
- Colander, David C. & Föllmer, Hans & Haas, Armin & Goldberg, Michael & Kirman, Alan & Jusélius, Katarina & Lux, Thomas & Sloth, Brigitte, 2009. "The financial crisis and the systemic failure of academic economics," Kiel Working Papers 1489, Kiel Institute for the World Economy (IfW Kiel).
- David Colander & Hans Föllmer & Armin Haas & Michael Goldberg & Katarina Juselius & Alan Kirman & Thomas Lux & Birgitte Sloth, 2009. "The Financial Crisis and the Systemic Failure of Academic Economics," Discussion Papers 09-03, University of Copenhagen. Department of Economics.
- David Colander & Hans Föllmer & Armin Haas & Michael Goldberg & Katarina Juselius & Alan Kirman & Thomas Lux & Brigitte Sloth, 2009. "The Financial Crisis and the Systemic Failure of Academic Economics," Middlebury College Working Paper Series 0901, Middlebury College, Department of Economics.
- Katarina Juselius, 1998.
"Changing monetary transmission mechanisms within the EU,"
Empirical Economics, Springer, vol. 23(3), pages 455-481.
- Katarina Juselius, 1997. "Changing Monetary Transmission Mechanisms within the EU," Discussion Papers 97-18, University of Copenhagen. Department of Economics.
- Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
- Juselius, Katarina, 1995. "Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time-series model," Journal of Econometrics, Elsevier, vol. 69(1), pages 211-240, September.
- Spanos, Aris, 2009. "The Pre-Eminence of Theory versus the European CVAR Perspective in Macroeconometric Modeling," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-14.
- Katarina Juselius, 2011.
"On the Role of Theory and Evidence in Macroeconomics,"
Chapters, in: John B. Davis & D. Wade Hands (ed.), The Elgar Companion to Recent Economic Methodology, chapter 17,
Edward Elgar Publishing.
- Katarina Juselius, 2010. "On the Role of Theory and Evidence in Macroeconomics," Discussion Papers 10-12, University of Copenhagen. Department of Economics.
- Johansen, Soren, 1992. "Cointegration in partial systems and the efficiency of single-equation analysis," Journal of Econometrics, Elsevier, vol. 52(3), pages 389-402, June.
- Johansen, Soren, 2006. "Statistical analysis of hypotheses on the cointegrating relations in the I(2) model," Journal of Econometrics, Elsevier, vol. 132(1), pages 81-115, May.
- Granger, C. W. J., 1981. "Some properties of time series data and their use in econometric model specification," Journal of Econometrics, Elsevier, vol. 16(1), pages 121-130, May.
- Paruolo, Paolo & Rahbek, Anders, 1999. "Weak exogeneity in I(2) VAR systems," Journal of Econometrics, Elsevier, vol. 93(2), pages 281-308, December.
- Ireland, Peter N., 2004.
"A method for taking models to the data,"
Journal of Economic Dynamics and Control, Elsevier, vol. 28(6), pages 1205-1226, March.
- Peter Ireland, 1999. "A Method for Taking Models to the Data," Computing in Economics and Finance 1999 1233, Society for Computational Economics.
- Peter N. Ireland, 1999. "A Method for Taking Models to the Data," Boston College Working Papers in Economics 421, Boston College Department of Economics.
- Peter N. Ireland, 1999. "A method for taking models to the data," Working Papers (Old Series) 9903, Federal Reserve Bank of Cleveland.
- Peter Ireland, 1999. "Matlab code for A Method for Taking Models to the Data," QM&RBC Codes 46, Quantitative Macroeconomics & Real Business Cycles.
- Cars Hommes, 2013.
"Reflexivity, expectations feedback and almost self-fulfilling equilibria: economic theory, empirical evidence and laboratory experiments,"
Journal of Economic Methodology, Taylor & Francis Journals, vol. 20(4), pages 406-419, December.
- Cars Hommes, 2013. "Reflexivity, Expectations Feedback and almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments," Tinbergen Institute Discussion Papers 13-206/II, Tinbergen Institute.
- Hommes, C.H., 2013. "Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments," CeNDEF Working Papers 13-19, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Juselius, Katarina, 1996.
"An Empirical Analysis of the Changing Role of the German Bundesbank after 1983,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 791-819, November.
- Katarina Juselius, 1996. "An Empirical Analysis of the Changing Role of the German Bundesbank after 1983," Discussion Papers 96-18, University of Copenhagen. Department of Economics.
- Katarina Juselius & Niels Framroze Møller & Finn Tarp, 2014.
"The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(2), pages 153-184, April.
- Katarina Juselius & Niels Framroze Møller & Finn Tarp, 2011. "The Long-Run Impact of Foreign Aid in 36 African Countries: Insights from Multivariate Time Series Analysis," WIDER Working Paper Series wp-2011-051, World Institute for Development Economic Research (UNU-WIDER).
- Johansen, Soren & Juselius, Katarina, 1994.
"Identification of the long-run and the short-run structure an application to the ISLM model,"
Journal of Econometrics, Elsevier, vol. 63(1), pages 7-36, July.
- Søren Johansen & Katarina Juselius, 1992. "Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model," Discussion Papers 92-04, University of Copenhagen. Department of Economics.
- Katarina Juselius, 2017.
"Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge,"
Econometrics, MDPI, vol. 5(3), pages 1-20, July.
- Katarina Juselius, 2017. "Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge," Discussion Papers 17-07, University of Copenhagen. Department of Economics.
- Juselius, Katarina & MacDonald, Ronald, 2004. "International parity relationships between the USA and Japan," Japan and the World Economy, Elsevier, vol. 16(1), pages 17-34, January.
- Hommes, Cars H., 2006.
"Heterogeneous Agent Models in Economics and Finance,"
Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 23, pages 1109-1186,
Elsevier.
- Cars H. Hommes, 2005. "Heterogeneous Agent Models in Economics and Finance," Tinbergen Institute Discussion Papers 05-056/1, Tinbergen Institute.
- Franchi, Massimo & Jusélius, Katarina, 2007.
"Taking a DSGE Model to the Data Meaningfully,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-38.
- Franchi, Massimo & Jusélius, Katarina, 2007. "Taking a DSGE Model to the Data Meaningfully," Economics Discussion Papers 2007-6, Kiel Institute for the World Economy (IfW Kiel).
- Paul Krugman, 1986. "Pricing to Market when the Exchange Rate Changes," NBER Working Papers 1926, National Bureau of Economic Research, Inc.
- Katarina Juselius, 2017. "Recent Developments in Cointegration," Econometrics, MDPI, vol. 6(1), pages 1-5, December.
- John B. Davis & D. Wade Hands (ed.), 2011. "The Elgar Companion to Recent Economic Methodology," Books, Edward Elgar Publishing, number 13684.
- Kongsted, Hans Christian, 2005. "Testing the nominal-to-real transformation," Journal of Econometrics, Elsevier, vol. 124(2), pages 205-225, February.
- David F. Hendry & Katarina Juselius, 2001.
"Explaining Cointegration Analysis: Part II,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 75-120.
- David F. Hendry & Katarina Juselius, 2000. "Explaining Cointegration Analysis: Part 1," The Energy Journal, , vol. 21(1), pages 1-42, January.
- David F. Hendry & Katarina Juselius, 2001. "Explaining Cointegration Analysis: Part II," The Energy Journal, , vol. 22(1), pages 75-120, January.
- David F. Hendry & Katarina Juselius, 2000. "Explaining Cointegration Analysis: Part 1," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 1-42.
- Katarina Juselius & David F. Hendry, 2000. "Explaining Cointegration Analysis: Part II," Discussion Papers 00-20, University of Copenhagen. Department of Economics.
- Joseph E Stiglitz, 2018.
"Where modern macroeconomics went wrong,"
Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, vol. 34(1-2), pages 70-106.
- Joseph E. Stiglitz, 2017. "Where Modern Macroeconomics Went Wrong," NBER Working Papers 23795, National Bureau of Economic Research, Inc.
- Søren Johansen & Anders Rygh Swensen, 2004. "More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term," Econometrics Journal, Royal Economic Society, vol. 7(2), pages 389-397, December.
- Johansen, Søren & Juselius, Katarina & Frydman, Roman & Goldberg, Michael, 2010. "Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate," Journal of Econometrics, Elsevier, vol. 158(1), pages 117-129, September.
- Hommes, C.H., 2005. "Heterogeneous Agents Models: two simple examples, forthcoming In: Lines, M. (ed.) Nonlinear Dynamical Systems in Economics, CISM Courses and Lectures, Springer, 2005, pp.131-164," CeNDEF Working Papers 05-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Johansen, Søren & Juselius, Katarina, 2014. "An asymptotic invariance property of the common trends under linear transformations of the data," Journal of Econometrics, Elsevier, vol. 178(P2), pages 310-315.
- Johansen, Soren & Swensen, Anders Rygh, 1999. "Testing exact rational expectations in cointegrated vector autoregressive models," Journal of Econometrics, Elsevier, vol. 93(1), pages 73-91, November.
- Colander,David (ed.), 2006. "Post Walrasian Macroeconomics," Cambridge Books, Cambridge University Press, number 9780521865487, September.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- Johansen, Søren & Juselius, Katarina, 1992. "Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 211-244.
- Johansen, Soren, 1995. "Identifying restrictions of linear equations with applications to simultaneous equations and cointegration," Journal of Econometrics, Elsevier, vol. 69(1), pages 111-132, September.
- Søren Johansen & Katarina Juselius, 2010.
"An invariance property of the common trends under linear transformations of the data,"
CREATES Research Papers
2010-72, Department of Economics and Business Economics, Aarhus University.
- Søren Johansen & Katarina Juselius, 2010. "An Invariance Property of the Common Trends under Linear Transformations of the Data," Discussion Papers 10-30, University of Copenhagen. Department of Economics.
- Juselius, Katarina, 2006. "The Cointegrated VAR Model: Methodology and Applications," OUP Catalogue, Oxford University Press, number 9780199285679.
- Colander,David (ed.), 2006. "Post Walrasian Macroeconomics," Cambridge Books, Cambridge University Press, number 9780521684200, September.
- Katarina Juselius, 2001. "European integration and monetary transmission mechanisms: the case of Italy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 341-358.
- Juselius, Katarina & Stillwagon, Josh R., 2018. "Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market," Journal of International Money and Finance, Elsevier, vol. 83(C), pages 93-105.
- Katarina Juselius, 2011. "Time to reject the privileging of economic theory over empirical evidence? A reply to Lawson," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 35(2), pages 423-436.
- Juselius, Katarina, 1992. "Domestic and foreign effects on prices in an open economy: The case of Denmark," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 401-428, August.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Sergej Gricar & Tea Baldigara & Violeta Šugar, 2021. "Sustainable Determinants That Affect Tourist Arrival Forecasting," Sustainability, MDPI, vol. 13(17), pages 1-24, August.
- Sergej Gričar & Štefan Bojnec, 2021. "Technical Analysis of Tourism Price Process in the Eurozone," JRFM, MDPI, vol. 14(11), pages 1-25, October.
- Rocco Mosconi & Paolo Paruolo, 2022. "Celebrated Econometricians: Katarina Juselius and Søren Johansen," Econometrics, MDPI, vol. 10(2), pages 1-4, May.
- Sergej Gričar & Štefan Bojnec, 2022. "Did Human Microbes Affect Tourist Arrivals before the COVID-19 Shock? Pre-Effect Forecasting Model for Slovenia," IJERPH, MDPI, vol. 19(20), pages 1-15, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Barbara Dluhosch, 2011. "European Economics at a Crossroads, by J. Barkley Rosser, Jr., Richard P. F. Holt, and David Colander," Journal of Regional Science, Wiley Blackwell, vol. 51(3), pages 629-631, August.
- J. Barkley Rosser Jr & Richard P.F. Holt & David Colander, 2010. "European Economics at a Crossroads," Books, Edward Elgar Publishing, number 13585.
- Katarina Juselius, 2011.
"On the Role of Theory and Evidence in Macroeconomics,"
Chapters, in: John B. Davis & D. Wade Hands (ed.), The Elgar Companion to Recent Economic Methodology, chapter 17,
Edward Elgar Publishing.
- Katarina Juselius, 2010. "On the Role of Theory and Evidence in Macroeconomics," Discussion Papers 10-12, University of Copenhagen. Department of Economics.
- Katarina Juselius, 2017.
"Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge,"
Econometrics, MDPI, vol. 5(3), pages 1-20, July.
- Katarina Juselius, 2017. "Using a Theory-Consistent CVAR Scenario to Test an Exchange Rate Model Based on Imperfect Knowledge," Discussion Papers 17-07, University of Copenhagen. Department of Economics.
- Juselius, Katarina, 2014.
"Testing for near I(2) trends when the signal-to-noise ratio is small,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-30.
- Katarina Juselius, 2013. "Testing for Near I (2) Trends When the Signal to Noise Ratio is Small," Discussion Papers 14-01, University of Copenhagen. Department of Economics.
- Juselius, Katarina, 2014. "Testing for near I(2) trends when the signal to noise ratio is small," Economics Discussion Papers 2014-8, Kiel Institute for the World Economy (IfW Kiel).
- Juselius, Katarina & Dimelis, Sophia, 2019.
"The Greek crisis: A story of self-reinforcing feedback mechanisms,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-22.
- Katarina Juselius & Sophia Dimelis, "undated". "The Greek crisis: A story of self-reinforcing feedback mechanisms," Discussion Papers 18-06, University of Copenhagen. Department of Economics.
- Juselius, Katarina & Dimelis, Sophia, 2018. "The Greek crisis: A story of self-reinforcing feedback mechanisms," Economics Discussion Papers 2018-65, Kiel Institute for the World Economy (IfW Kiel).
- Juselius, Katarina & Toro, Juan, 2005. "Monetary transmission mechanisms in Spain: The effect of monetization, financial deregulation, and the EMS," Journal of International Money and Finance, Elsevier, vol. 24(3), pages 509-531, April.
- Macchiarelli, Corrado, 2014.
"Bond market co-movements, expected inflation and the GBP-USD equilibrium real exchange rate,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 54(2), pages 242-256.
- Macchiarelli, Corrado, 2011. "Bond market co-movements, expected inflation and the equilibrium real exchange rate," Working Paper Series 1405, European Central Bank.
- Juselius, Katarina & Stillwagon, Josh R., 2018. "Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market," Journal of International Money and Finance, Elsevier, vol. 83(C), pages 93-105.
- Kurita, Takamitsu, 2020. "Likelihood-based tests for parameter constancy in I(2) CVAR models with an application to fixed-term deposit data," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
- Katarina Juselius, 2017. "A CVAR scenario for a standard monetary model using theory-consistent expectations," Discussion Papers 17-08, University of Copenhagen. Department of Economics.
- Johansen, Søren & Juselius, Katarina & Frydman, Roman & Goldberg, Michael, 2010. "Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate," Journal of Econometrics, Elsevier, vol. 158(1), pages 117-129, September.
- Diamandis, Panayiotis F., 2003. "Market efficiency, purchasing power parity, and the official and parallel markets for foreign currency in Latin America," International Review of Economics & Finance, Elsevier, vol. 12(1), pages 89-110.
- Jurgen A. Doornik, 2017. "Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions," Econometrics, MDPI, vol. 5(2), pages 1-20, May.
- Dimitris Georgoutsos & George Kouretas, 2001. "Common Stochastic Trends In International Stock Markets: Testing In An Integrated Framework," Working Papers 0104, University of Crete, Department of Economics.
- Katarina Juselius, 2009. "Time to reject the privileging of economic theory over empirical evidence? A Reply to Lawson (2009)," Discussion Papers 09-16, University of Copenhagen. Department of Economics.
- Boswijk, H. Peter, 1995. "Efficient inference on cointegration parameters in structural error correction models," Journal of Econometrics, Elsevier, vol. 69(1), pages 133-158, September.
- Houssem Eddine Chebbi & Marcelo Olarreaga & Habib Zitouna, 2011.
"Trade Openness Andco2emissions In Tunisia,"
Middle East Development Journal (MEDJ), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 29-53.
- Houssem Eddine Chebbi & Marcelo Olarreaga & Habib Zitouna, 2011. "Trade Openness and Co2 Emissions in Tunisia," Middle East Development Journal, Taylor & Francis Journals, vol. 3(1), pages 29-53, January.
- Houssem Eddine Chebbi & Marcelo Olarreaga & Habib Zitouna, 2010. "Trade Openness and CO2 Emissions in Tunisia," Working Papers 518, Economic Research Forum, revised 04 Jan 2010.
- Diamandis, Panayiotis F. & Georgoutsos, Dimitris A. & Kouretas, Georgios P., 2000. "The monetary model in the presence of I(2) components: long-run relationships, short-run dynamics and forecasting of the Greek drachma," Journal of International Money and Finance, Elsevier, vol. 19(6), pages 917-941, December.
- Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, 2001. "The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America," Working Papers 0108, University of Crete, Department of Economics.
More about this item
Keywords
Cointegrated VAR methodology; Linking theory and evidence; Empirically based macroeconomics;All these keywords.
JEL classification:
- B41 - Schools of Economic Thought and Methodology - - Economic Methodology - - - Economic Methodology
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2018-09-10 (Econometric Time Series)
- NEP-HPE-2018-09-10 (History and Philosophy of Economics)
- NEP-MAC-2018-09-10 (Macroeconomics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kud:kuiedp:1807. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thomas Hoffmann (email available below). General contact details of provider: https://edirc.repec.org/data/okokudk.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.