Var Models in Macroeconomics - New Developments and Applications
-10%
portes grátis
Var Models in Macroeconomics - New Developments and Applications
Essays in Honor of Christopher A. Sims
Kilian, Lutz; Murphy, Anthony; Fomby, Thomas B.
Emerald Publishing Limited
12/2013
456
Dura
Inglês
9781781907528
15 a 20 dias
Advances in Econometrics publishes original scholarly econometric papers with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics, throughout the empirical economic, business and social science literature.
The Relationship Between DSGE and VAR Models. Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?. Unit Roots, Cointegration, and Pretesting in Var Models. Evaluating the Accuracy of Forecasts from Vector Autoregressions. Identifying Structural Vector Autoregressions Via Changes in Volatility. Panel Vector Autoregressive Models: A Survey. Mixed-Frequency Vector Autoregressive Models. Thresholds and Smooth Transitions in Vector Autoregressive Models. Nonparametric Vector Autoregressions: Specification, Estimation, and Inference. Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data. Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation. Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims. Advances in Econometrics. Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims. Copyright page. Dedication. List of Contributors. Introduction.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Advances in Econometrics publishes original scholarly econometric papers with the intention of expanding the use of developed and emerging econometric techniques by disseminating ideas on the theory and practice of econometrics, throughout the empirical economic, business and social science literature.
The Relationship Between DSGE and VAR Models. Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?. Unit Roots, Cointegration, and Pretesting in Var Models. Evaluating the Accuracy of Forecasts from Vector Autoregressions. Identifying Structural Vector Autoregressions Via Changes in Volatility. Panel Vector Autoregressive Models: A Survey. Mixed-Frequency Vector Autoregressive Models. Thresholds and Smooth Transitions in Vector Autoregressive Models. Nonparametric Vector Autoregressions: Specification, Estimation, and Inference. Testing for Common Cycles in Non-Stationary VARs with Varied Frequency Data. Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation. Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims. Advances in Econometrics. Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims. Copyright page. Dedication. List of Contributors. Introduction.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
