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標(biāo)題: Titlebook: Exogeneity in Error Correction Models; Jean-Pierre Urbain Book 1993 Springer-Verlag Berlin Heidelberg 1993 Kointegration.Simulation.cointe [打印本頁]

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書目名稱Exogeneity in Error Correction Models讀者反饋學(xué)科排名





作者: 帳單    時間: 2025-3-21 23:01
Cointegrated Systems,t forward arguments for and against the modelling of cointegration relationships based on closed models or on conditional sub-systems. The structure of the chapter is as follows. We first clarify the basic notation that is used in this chapter. As the focus on the nonstationary properties of economi
作者: 下級    時間: 2025-3-22 04:10
Weak Exogeneity in Error Correction Models,ointegrated systems. Both have advantages and defects. Conditional sub-systems, in particular, necessitate exogeneity assumptions which, if not fulfilled, may induce loss of efficiency and consistency -as in the usual stationary framework- but in the case of cointegrated systems also imply a loss of
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作者: 固執(zhí)點好    時間: 2025-3-22 23:58
Conclusions,id inference in conditional cointegrated systems, we have investigated the conditions of weak exogeneity within a particularly useful representation of cointegrated systems which is the popular error correction model.
作者: 不法行為    時間: 2025-3-23 03:50
0075-8442 tricliterature. This book provides ananalysis of the notion of (weak)exogeneity, which isnecessary to sustain valid inference in sub-systems, intheframework of error correction models (ECMs).In many practicalsituations, the applied econometricianwants to introduce "structure" onhis/her model in orde
作者: 自作多情    時間: 2025-3-23 05:46
Approach and Structure of Thesiscent econometric techniques and modelling approaches. Nevertheless, we think that a refinement in the dynamic specification of trade flows may lead to a substantially different analysis of price and income effects in international trade.
作者: Scintillations    時間: 2025-3-23 13:45
International Political Economy Seriesn of cointegration. Section 2 discusses the modelling of cointegrated series and particularly closed system (parametric) approaches. In Section 3, we discuss the use of (open) conditional systems while a brief discussion of the interpretation of ECMs is presented in Section 4.
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作者: 安心地散步    時間: 2025-3-24 01:47
AI-Based Network and Service Management, the mixed normal limiting distribution of the cointegrating vector estimators necessitating therefore semi-parametric corrections, model augmentation or two-step approaches (see Phillips and Hansen, 1990, Phillips, 1991, Phillips and Loretan, 1991, Saikkonen, 1991, Stock and Watson, 1991, Boswijk, 1992a,b).
作者: DUCE    時間: 2025-3-24 05:04
Introduction and Summary, approach to econometric (for example Johnston, 1984) has disappeared in favor of empirical modelling approaches taking fully advantage of time series analysis for the elaboration of well behaved dynamic econometric models..
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作者: Alpha-Cells    時間: 2025-3-24 12:34
Book 1993ture. This book provides ananalysis of the notion of (weak)exogeneity, which isnecessary to sustain valid inference in sub-systems, intheframework of error correction models (ECMs).In many practicalsituations, the applied econometricianwants to introduce "structure" onhis/her model in order toget ec
作者: 泥土謙卑    時間: 2025-3-24 14:53
Empirical Analysis: The Case of Aggregate Imports,cent econometric techniques and modelling approaches. Nevertheless, we think that a refinement in the dynamic specification of trade flows may lead to a substantially different analysis of price and income effects in international trade.
作者: 按時間順序    時間: 2025-3-24 21:55
Testing for Weak Exogeneity in Error Correction Models,ain useful if the model used in empirical analysis is a structural error correction model, if the parameters of interest include both short and long run coefficients and . the cointegrating vector is known to be absent from the marginal models.
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作者: 橫截,橫斷    時間: 2025-3-25 04:25

作者: 事與愿違    時間: 2025-3-25 11:20
Future Orientation: A Conceptual Framework,ain useful if the model used in empirical analysis is a structural error correction model, if the parameters of interest include both short and long run coefficients and . the cointegrating vector is known to be absent from the marginal models.
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作者: 連鎖    時間: 2025-3-26 01:27
Exogeneity in Error Correction Models978-3-642-95706-2Series ISSN 0075-8442 Series E-ISSN 2196-9957
作者: sperse    時間: 2025-3-26 07:35

作者: 發(fā)起    時間: 2025-3-26 12:00
International Political Economy Seriest forward arguments for and against the modelling of cointegration relationships based on closed models or on conditional sub-systems. The structure of the chapter is as follows. We first clarify the basic notation that is used in this chapter. As the focus on the nonstationary properties of economi
作者: 概觀    時間: 2025-3-26 15:11
AI-Based Network and Service Management,ointegrated systems. Both have advantages and defects. Conditional sub-systems, in particular, necessitate exogeneity assumptions which, if not fulfilled, may induce loss of efficiency and consistency -as in the usual stationary framework- but in the case of cointegrated systems also imply a loss of
作者: appall    時間: 2025-3-26 20:04
Future Orientation: A Conceptual Framework,conditioning variables. In particular, Johansen (1992a) and Boswijk (1991b) have proposed to test the hypothesis of weak exogeneity w.r.t. the long run parameters but do not consider any orthogonality conditions since the fact that an explanatory variable is error correcting is sufficient to reject
作者: jet-lag    時間: 2025-3-27 00:29
Approach and Structure of Thesissuch as money demand or consumption functions, the problem of the dynamic modelling of trade flows has not often been used as explanatory field for recent econometric techniques and modelling approaches. Nevertheless, we think that a refinement in the dynamic specification of trade flows may lead to
作者: 喚起    時間: 2025-3-27 04:09
Future Perspectives in Behavior Therapys in the theoretical econometric literature. In this field of study, the choice between a full-system based approach and a partial approach using sub-systems is not clear-cut, and is even open to debate. If some exogeneity conditions are verified, lower dimension systems are obviously, from a practi
作者: ROOF    時間: 2025-3-27 05:25
Microbial Fuel Cell and Wastewater Treatment,esources (e.g., organics, nutrients, and metals). This also summarize the literature on recent pilot studies, the benefits and drawbacks of current MFC technologies, the technical challenges MFC operations face, and the cost-effectiveness of using MFCs in wastewater treatment.
作者: Malleable    時間: 2025-3-27 11:39
Shan Rajegopaln of biofilms to control biofilm-associated infections. In this chapter, we provide an elaborate account of complementary and alternative therapeutic strategies for biofilm control that include isolation of quorum-sensing inhibitors, metal chelators, and biofilm efflux pump inhibitors from medicinal
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作者: 擴張    時間: 2025-3-27 23:18
A Metaverse-Based Virtual Office System with Overhearing Function for Facilitating Smooth Joining intrade-off. Consequently, the need for additional system enhancements aimed at further reducing user resistance while facilitating smoother joining in conversations through overhearing became apparent.
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作者: Corral    時間: 2025-3-28 08:54
Heterochronyntext, as interpretations are contingent upon understanding the conditions of both the descendants and the ancestors. The concept of heterochrony has been primarily used in morphology, even though these principles are broadly applicable to behavioral, ecological, and physiological traits. The recogn




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