MODELING CYCLES IN ECONOMETRIC MODELS

Bent Nielsen : Econometric Modeling

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Econometric Issues in DSGE Models

Dynamic Econometric Models

K e y w o r d s: Family of Sign RCA Models, Value at Risk, backtesting, loss function.

Economic and Econometric Models

Dynamic Econometric Models

K e y w o r d s: patent activity, panel model, decomposition of intercept.