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The Cointegrated VAR Methodology  

Katarina Juselius

This is an advance summary of a forthcoming article in the Oxford Research Encyclopedia of Economics and Finance. Please check back later for the full article. ... More

Financial Frictions in Macroeconomic Models  

Alfred Duncan and Charles Nolan

Online publication date:
Apr 2018
In recent decades, macroeconomic researchers have looked to incorporate financial intermediaries explicitly into business-cycle models. These modeling developments have helped us to ... More

Long Memory Models  

Peter Robinson

This is an advance summary of a forthcoming article in the Oxford Research Encyclopedia of Economics and Finance. Please check back later for the full article. ... More

Mixed Frequency Models  

Eric Ghysels

Online publication date:
Mar 2018
The majority of econometric models ignore the fact that many economic time series are sampled at different frequencies. A burgeoning literature pertains to econometric methods explicitly ... More

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