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Econometric models
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The concept ** Econometric models** represents the subject, aboutness, idea or notion of resources found in **European University Institute**.

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Econometric models
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**Econometric models**represents the subject, aboutness, idea or notion of resources found in**European University Institute**.- Label
- Econometric models

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- A Monte Carlo procedure for checking identification in DSGE models
- A companion to economic forecasting
- A continuous time econometric model of the United Kingdom with stochastic trends
- A unified theory of estimation and inference for nonlinear dynamic models
- A, B, C's (and D)'s for understanding VARS
- ARCH : selected readings
- Adapting the Litterman prior for cointegrated VARs
- Advanced time series data analysis : forecasting using EViews
- Advances in understanding strategic behaviour : game theory, experiments, and bounded rationality ; essays in honour of Werner Güth
- Agent-based models in economics : a toolkit
- Agent-based models in economics : a toolkit
- Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
- Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents
- Bayesian inference in dynamic econometric models
- Bayesian inference in dynamic econometric models
- Bayesian testing of Granger causality in Markov-switching VARs
- Bayesian vector autoregressive analysis
- Behind the model : a constructive critique of economic modeling
- Behind the model : a constructive critique of economic modeling
- Bootstrap tests for regression models
- Building better econometric models using cross section and panel data
- Co-integration, error correction, and the econometric analysis of non-stationary data
- Co-integration, error correction, and the econometric analysis of non-stationary data
- Collected works of Leif Johansen
- Common drifting volatility in large Bayesian VARs
- Communication in mechanism design : a differential approach
- Complete and incomplete econometric models
- Computational macroeconomics for the open economy
- Consequences of informal autonomy : the case of Russian federalism
- Continuous-time contracting with ambiguous information
- Count data models : econometric theory and an application to labor mobility
- DSGE models in macroeconomics : estimation, evaluation and new developments
- Dealing with financial instability under a DSGE modeling approach with banking intermediation : a forecastability analysis versus TVP-VARs / | Stelios Bekiros, Roberta Cardani, Alessia Paccagnini, Stefania Villa
- Differential games in economics and management science
- Differential games in economics and management science
- Do local projections solve the bias problem in impulse response inference?
- Duality and modern economics
- Dynamic competitive economies with complete markets and collateral constraints
- Dynamic econometric models, 7
- Dynamic econometrics
- Dynamic economic analysis : deterministic models in discrete time
- Dynamic economics : quantitative methods and applications
- Dynamic economics : quantitative methods and applications
- Dynamic feature space modelling, filtering and self-tuning control of stochastic systems : a systems approach with economic and social applications
- Dynamic nonlinear econometric models : asymptotic theory
- Econometric analysis of financial and economic time series
- Econometric analysis of model selection and model testing
- Econometric methods and models for industrial organizations
- Econometric model selection : a new approach
- Econometric model specification : consistent model specification tests and semi-nonparametric modeling and inference
- Econometric modeling : a likelihood approach
- Econometric modeling and inference
- Econometric modeling and inference
- Econometric modelling : techniques and applications
- Econometric modelling with time series : specification, estimation and testing
- Econometrics : alchemy or science? : essays in econometric methodology
- Econometrics in a formal science of economics : theory and the measurement of economic relations
- Econometrics of structural change
- Economic dynamics in discrete time
- Economic modeling and inference
- Economic modelling and policy analysis
- Economic models : methods, theory and applications
- Economic models, estimation, and socioeconomic systems : essays in honor of Karl A. Fox
- Economic strategy : game theory and its applications
- Economics beyond the millennium
- Economics beyond the millennium
- Empirical asset pricing : models and methods
- Empirical econometric modelling using PcGive for Windows
- Empirical modeling in economics : specification and evaluation
- Equilibrium models in an applied framework : industrial structure and transformation
- Equilibrium models in economics
- Estimating and forecasting ARCH models using GARCH 5
- Estimating and forecasting ARCH models using GARCH 6
- Estimation, inference, and specification analysis
- Estimation, inference, and specification analysis
- Expert adjustments of model forecasts : theory, practice and strategies for improvement
- Functional structure and approximation in econometrics
- Game theory and economic modelling
- Generalized method of moments
- Generalized method of moments estimation
- Generalized method of moments with latent variables
- Global and national macroeconometric modelling : a long-run structural approach
- Global economic modeling : a volume in honor of Lawrence R. Klein
- Granger-causal analysis of VARMA-GARCH models
- How useful are DSGE macroeconomic models for forecasting?
- Identification and inference for econometric models : essays in honor of Thomas Rothenberg
- Identification and inference for econometric models : essays in honor of Thomas Rothenberg
- Identifying Taylor rules in macro-finance models
- Interactive Monte Carlo experimentation in econometrics using PcNaive 4
- Interactive Monte Carlo experimentation in econometrics using PcNaive 5
- LQ dynamic optimization and differential games
- Likelihood-based inference in cointegrated vector autoregressive models
- Logit modeling : practical applications
- Logit models from economics and other fields
- Logit models from economics and other fields
- Long-run economic relationships : readings in cointegration
- Macroeconomia, econometria e politica economica
- Macromodels 2002 : proceedings of the Twenty Ninth International Conference, Cedzyna 4-7 December 2002
- Maximum likelihood estimation of misspecified models : twenty years later
- Methods of moments and semiparametric econometrics for limited dependent and variable models
- Micro-econometrics for policy, program, and treatment effects
- Misspecification tests in econometrics : the Lagrange multiplier principle and other approaches
- Model building in economics : its purposes and limitations
- Model building in economics : its purposes and limitations
- Model reliability
- Modelling and evaluating treatment effects in econometrics
- Modelling non-stationary economic time series : a multivariate approach
- Modelling nonlinear economic relationships
- Modelling nonlinear economic time series
- Models, mathematics, and methodology in economic explanation
- Models, mathematics, and methodology in economic explanation
- Moment condition models in empirical economics
- New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression
- New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression
- New directions in macromodelling
- New pathways in microsimulation
- Nonlinear adventures at the zero lower bound
- Nonlinear economic models : cross-sectional, times series and neural network applications
- Nonlinear time series analysis of business cycles
- Nonlinear time series analysis of economic and financial data
- Nonparametric Econometric Methods
- Nonparametric econometric methods
- Nonstationary panels, panel cointegration, and dynamic panels
- Nonstationary time series analysis and cointegration
- Optimisation, econometric and financial analysis
- Optimization in economics and finance : some advances in non-linear, dynamic, multi-criteria and stochastic models
- Panel data analysis
- Panel data econometrics : common factor analysis for empirical researchers
- Panel data econometrics : empirical applications
- Panel data econometrics : methods-of-moments and limited dependent variables
- Periodic time series models
- Rational econometric man : transforming structural econometrics
- Readings in unobserved components models
- Realized beta GARCH : multivariate GARCH model with realized measures of volatility and covolatility
- Referral networks and the allocation of talent
- Regression analysis Microsoft Excel
- Seasonality in regression
- Second order approximation of dynamic models with time-varying risk
- Short-memory linear processes and econometric applications
- Simulation-based econometric methods
- Simulation-based econometric methods
- Simulation-based inference in econometrics : methods and applications
- Simulation-based inference in economics : methods and applications
- Solving and estimating indeterminate DSGE models
- Some properties of autocoherent models
- Specification analysis in the linear model : in honour of Donald Cochrane
- State-space models with regime switching : classical and Gibbs-sampling approaches with applications
- State-space models with regime switching : classical and Gibbs-sampling approaches with applications
- Statistics and econometric models
- Statistics and econometric models, Volume 1, General concepts, estimation, prediction, and algorighms
- Statistics and econometric models, Volume 2, Testing, confidence regions, model selection and asymptotic theory
- Statistics, econometrics, and forecasting
- Statistics, econometrics, and forecasting
- Statistique et modèles économétriques
- Stochastic optimization and economic models
- Structural change in macroeconomic models : theory and estimation
- Structural econometric models
- Structural sensitivity in econometric models
- Structural vector autoregressive analysis
- Structural vector autoregressive analysis
- Studies in global econometrics
- System dynamics in economic and financial models
- System-theoretic methods in economic modelling
- Testing DSGE models by indirect inference and other methods : some Monte Carlo experiments
- Testing causality between two vectors in multivariate GARCH models
- Testing exogeneity
- Testing for Granger causality with mixed frequency data
- Testing macroeconometric models
- Testing macroeconomic models by indirect inference on unfiltered data
- The Cointegrated VAR Model : Methodology and Applications
- The Oxford handbook of Bayesian econometrics
- The Practice of econometrics : studies on demand, forecasting, money, and income
- The Working of econometric models
- The cointegrated VAR model : methodology and applications
- The econometric analysis of recurrent events in macroeconomics and finance
- The economics of inaction : stochastic control models with fixed costs
- The methodology and practice of econometrics : a festschrift in honour of David F. Hendry
- The methodology and practice of econometrics : a festschrift in honour of David F. Hendry
- The political economy of modelling economic policy
- The structural econometric time series analysis approach
- Time series data analysis using EViews
- Time series models : in econometrics, finance and other fields
- Time series with long memory
- Topics in applied macrodynamic theory
- Two-sided matching : a study in game-theoretic modeling and analysis
- Unemployment in an estimated new Keynesian model
- Using cointegration analysis in econometric modelling
- VAR models in macroeconomics - new developments and applications : essays in honour of Christopher A. Sims
- Vector autoregressive models

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