Celebrated Econometricians: Katarina Juselius and Søren Johansen
This Special Issue collects contributions related to advances in the theory and practice of Econometrics induced by the research of Katarina Juselius and Søren Johansen, whom this Special Issue aims to celebrate. The papers in this Special Issue provide advances on several topics, and they are group...
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| Natura: | Online |
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| Lingua: | inglese |
| Pubblicazione: |
MDPI - Multidisciplinary Digital Publishing Institute
2022
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| Accesso online: | ONIX_20221117_9783036549705_50 |
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| _version_ | 1869520102828802048 |
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| collection | Directory of Open Access Books |
| description | This Special Issue collects contributions related to advances in the theory and practice of Econometrics induced by the research of Katarina Juselius and Søren Johansen, whom this Special Issue aims to celebrate. The papers in this Special Issue provide advances on several topics, and they are grouped in the following areas, with three to four papers per group). The first group provides a historical perspective on Katarina’s and Søren’s contributions to Econometrics. The second group of papers concentrates on representation theory, while the third focuses on estimation and inference. The fourth group explores extensions of CVARs for modelling and forecasting, and the fifth and final group is centered on empirical applications. |
| format | Online |
| id | doab-20.500.12854ir-93793 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2022 |
| publishDateRange | 2022 |
| publishDateSort | 2022 |
| publisher | MDPI - Multidisciplinary Digital Publishing Institute |
| publisherStr | MDPI - Multidisciplinary Digital Publishing Institute |
| record_format | ojs |
| spelling | doab-20.500.12854ir-937932024-03-29T19:31:04Z Celebrated Econometricians: Katarina Juselius and Søren Johansen Mosconi, Rocco Paruolo, Paolo forediction invariance super exogeneity indicator saturation co-breaking Autometrics GMM VECM reduced rank cointegrated vector autoregression heteroscedasticity Markov-switching model monetary policy analysis cointegration particle filtering random coefficient autoregressive model state space model stochastic approximation adjustment coefficients cointegrating coefficients CVAR causal models rank deficiency weak identification mortality forecasting term structure of mortality factor modelling partial cointegrated vector autoregressive models structural breaks deterministic terms weak exogeneity cointegrating rank response surface singular stochastic vectors cointegration for singular vectors Granger representation theorem large-dimensional dynamic factor models) error-correcting adjustment estimation and hypothesis testing in cointegrated models rent-sharing in wage formation pattern wage bargaining inflation targeting small open economy wage policies macroeconomic fluctuations and transmission mechanisms graphical causal modeling causal search cointegrated vector autoregression (CVAR) irreducible cointegrating relations vector autoregressions vector error correction model integrated processes of order two canonical form hypothesis testing parameterization state space representation unit roots imperfect knowledge Knightian Uncertainty structural change currency risky cointegrated VAR methodology linking theory to evidence empirically-based macroeconomics n/a bass diffusion model bibliometrics VAR I(d) vector spaces fractional (co-)integration statistical model survival analysis I(1) I(2) common trends adjustment breaks model comparison gender gap thema EDItEUR::K Economics, Finance, Business and Management This Special Issue collects contributions related to advances in the theory and practice of Econometrics induced by the research of Katarina Juselius and Søren Johansen, whom this Special Issue aims to celebrate. The papers in this Special Issue provide advances on several topics, and they are grouped in the following areas, with three to four papers per group). The first group provides a historical perspective on Katarina’s and Søren’s contributions to Econometrics. The second group of papers concentrates on representation theory, while the third focuses on estimation and inference. The fourth group explores extensions of CVARs for modelling and forecasting, and the fifth and final group is centered on empirical applications. 2022-11-17T16:24:58Z 2022-11-17T16:24:58Z 2022 book ONIX_20221117_9783036549705_50 9783036549705 9783036549699 https://directory.doabooks.org/handle/20.500.12854/93793 eng image/jpeg Attribution 4.0 International https://mdpi.com/books/pdfview/book/6222 https://mdpi.com/books/pdfview/book/6222 MDPI - Multidisciplinary Digital Publishing Institute 10.3390/books978-3-0365-4970-5 10.3390/books978-3-0365-4970-5 46cabcaa-dd94-4bfe-87b4-55023c1b36d0 9783036549705 9783036549699 486 Basel open access |
| spellingShingle | forediction invariance super exogeneity indicator saturation co-breaking Autometrics GMM VECM reduced rank cointegrated vector autoregression heteroscedasticity Markov-switching model monetary policy analysis cointegration particle filtering random coefficient autoregressive model state space model stochastic approximation adjustment coefficients cointegrating coefficients CVAR causal models rank deficiency weak identification mortality forecasting term structure of mortality factor modelling partial cointegrated vector autoregressive models structural breaks deterministic terms weak exogeneity cointegrating rank response surface singular stochastic vectors cointegration for singular vectors Granger representation theorem large-dimensional dynamic factor models) error-correcting adjustment estimation and hypothesis testing in cointegrated models rent-sharing in wage formation pattern wage bargaining inflation targeting small open economy wage policies macroeconomic fluctuations and transmission mechanisms graphical causal modeling causal search cointegrated vector autoregression (CVAR) irreducible cointegrating relations vector autoregressions vector error correction model integrated processes of order two canonical form hypothesis testing parameterization state space representation unit roots imperfect knowledge Knightian Uncertainty structural change currency risky cointegrated VAR methodology linking theory to evidence empirically-based macroeconomics n/a bass diffusion model bibliometrics VAR I(d) vector spaces fractional (co-)integration statistical model survival analysis I(1) I(2) common trends adjustment breaks model comparison gender gap thema EDItEUR::K Economics, Finance, Business and Management Celebrated Econometricians: Katarina Juselius and Søren Johansen |
| title | Celebrated Econometricians: Katarina Juselius and Søren Johansen |
| title_full | Celebrated Econometricians: Katarina Juselius and Søren Johansen |
| title_fullStr | Celebrated Econometricians: Katarina Juselius and Søren Johansen |
| title_full_unstemmed | Celebrated Econometricians: Katarina Juselius and Søren Johansen |
| title_short | Celebrated Econometricians: Katarina Juselius and Søren Johansen |
| title_sort | celebrated econometricians katarina juselius and soren johansen |
| topic | forediction invariance super exogeneity indicator saturation co-breaking Autometrics GMM VECM reduced rank cointegrated vector autoregression heteroscedasticity Markov-switching model monetary policy analysis cointegration particle filtering random coefficient autoregressive model state space model stochastic approximation adjustment coefficients cointegrating coefficients CVAR causal models rank deficiency weak identification mortality forecasting term structure of mortality factor modelling partial cointegrated vector autoregressive models structural breaks deterministic terms weak exogeneity cointegrating rank response surface singular stochastic vectors cointegration for singular vectors Granger representation theorem large-dimensional dynamic factor models) error-correcting adjustment estimation and hypothesis testing in cointegrated models rent-sharing in wage formation pattern wage bargaining inflation targeting small open economy wage policies macroeconomic fluctuations and transmission mechanisms graphical causal modeling causal search cointegrated vector autoregression (CVAR) irreducible cointegrating relations vector autoregressions vector error correction model integrated processes of order two canonical form hypothesis testing parameterization state space representation unit roots imperfect knowledge Knightian Uncertainty structural change currency risky cointegrated VAR methodology linking theory to evidence empirically-based macroeconomics n/a bass diffusion model bibliometrics VAR I(d) vector spaces fractional (co-)integration statistical model survival analysis I(1) I(2) common trends adjustment breaks model comparison gender gap thema EDItEUR::K Economics, Finance, Business and Management |
| topic_facet | forediction invariance super exogeneity indicator saturation co-breaking Autometrics GMM VECM reduced rank cointegrated vector autoregression heteroscedasticity Markov-switching model monetary policy analysis cointegration particle filtering random coefficient autoregressive model state space model stochastic approximation adjustment coefficients cointegrating coefficients CVAR causal models rank deficiency weak identification mortality forecasting term structure of mortality factor modelling partial cointegrated vector autoregressive models structural breaks deterministic terms weak exogeneity cointegrating rank response surface singular stochastic vectors cointegration for singular vectors Granger representation theorem large-dimensional dynamic factor models) error-correcting adjustment estimation and hypothesis testing in cointegrated models rent-sharing in wage formation pattern wage bargaining inflation targeting small open economy wage policies macroeconomic fluctuations and transmission mechanisms graphical causal modeling causal search cointegrated vector autoregression (CVAR) irreducible cointegrating relations vector autoregressions vector error correction model integrated processes of order two canonical form hypothesis testing parameterization state space representation unit roots imperfect knowledge Knightian Uncertainty structural change currency risky cointegrated VAR methodology linking theory to evidence empirically-based macroeconomics n/a bass diffusion model bibliometrics VAR I(d) vector spaces fractional (co-)integration statistical model survival analysis I(1) I(2) common trends adjustment breaks model comparison gender gap thema EDItEUR::K Economics, Finance, Business and Management |
| url | ONIX_20221117_9783036549705_50 |