Results 51 to 60 of about 18,712 (234)
Inferring causal relations by modelling structures
Statistica, 2013 This paper provides an overview of structural modelling in its close relation to explanation and causation. It stems from previous works by the authors and stresses the role and importance of the notions of invariance, recursive decomposition, exogeneity
Michel Mouchart +2 more
doaj +1 more source
Exogeneity, cointegration, and economic policy analysis [PDF]
, 1998 This overview examines conditions for reliable economic policy analysis based on econometric models, focusing on the econometric concepts of exogeneity, cointegration, causality, and invariance. Weak, strong, and super exogeneity are discussed in general,
Hendry, David F +8 more
core +2 more sources
Stock Market Linkages in Emerging Asia-Pacific Markets
SAGE Open, 2013 This study examines the stock market integration among major stock markets of emerging Asia-Pacific economies, viz. India, Malaysia, Hong Kong, Singapore, South Korea, Taiwan, Japan, China, and Indonesia.
Srinivasan Palamalai +2 more
doaj +1 more source
Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models
Econometrics, 2019 A multivariate CVAR(1) model for some observed variables and some unobserved variables is analysed using its infinite order CVAR representation of the observations.
Søren Johansen
doaj +1 more source
The search for co-integration between money, prices and income: Low frequency evidence from the Turkish economy [PDF]
Panoeconomicus, 2009 In this paper, we aim to test the empirical validity of the QTM relationship for the Turkish economy. Using some contemporaneous time series estimation techniques, our estimation results reveal that stationarity characteristics of the velocities of ...
Saatçioğlu Cem, Korap Levent
doaj +1 more source
Testing weak exogeneity in multiplicative error models [PDF]
, 2017 Empirical market microstructure literature widely employs the non-linear and non-Gaussian Multiplicative Error Class of Models (MEMs) in modelling the dynamics of trading duration and financial marks.
Yongdeng Xu +3 more
core +1 more source
, 2017 Fish is the cheapest animal protein source in Nigeria, and dry fish in particular has the potential to solve the pervasive protein shortage problem owing to its relative affordability compared with fresh fish.
T. E. Mafimisebi
semanticscholar +1 more source
Exogeneity in structural equation models
, 2006 The practical relevance of several concepts of exogeneity of treatments for the estimation of causal parameters based on observational data are discussed.
de Luna, Xavier, +2 more
core +1 more source
Regional Studies, Regional Science, 2018 This paper revisits the application of impact-study methods to the consumption expenditures of students. Whilst the academic literature on the subject is mature, it has traditionally applied simplifying assumptions concerning the exogeneity of ...
Kristinn Hermannsson +2 more
doaj +1 more source
A practical test for strict exogeneity in linear panel data models with fixed effects
, 2016 This paper provides a practical test for strict exogeneity in linear panel data models with fixed effects when the number of individuals N goes to infinity while the number of time periods T is fixed.
Liang-Jun Su, Yonghui Zhang, Jie Wei
semanticscholar +1 more source