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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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Bibliographic Details
Main Author: Mosconi, Rocco
Other Authors: Paruolo, Paolo
Format: eBook
Language:English
Published: Basel MDPI - Multidisciplinary Digital Publishing Institute 2022
Subjects:
Weak Identification
Deterministic Terms
Term Structure Of Mortality
Gmm
I(2)
Irreducible Cointegrating Relations
Mortality Forecasting
Super Exogeneity
Adjustment Coefficients
Methodology
Heteroscedasticity
Graphical Causal Modeling
Error-correcting Adjustment
Bibliometrics
Monetary Policy Analysis
Causal Search
Integrated Processes Of Order Two
Structural Breaks
Indicator Saturation
N/a
Imperfect Knowledge
State Space Representation
Bass Diffusion Model
Adjustment
Empirically-based Macroeconomics
Granger Representation Theorem
Cointegrated Var
Invariance
Weak Exogeneity
Markov-switching Model
Causal Models
Cointegrated Vector Autoregression (cvar)
State Space Model
Unit Roots
Fractional (co-)integration
Vector Autoregressions
Factor Modelling
Common Trends
I(d)
Random Coefficient Autoregressive Model
Rent-sharing In Wage Formation
Vecm
Pattern Wage Bargaining
Cointegration For Singular Vectors
Macroeconomic Fluctuations And Transmission Mechanisms
Cointegrating Rank
Model Comparison
Large-dimensional Dynamic Factor Models)
Knightian Uncertainty
Canonical Form
Stochastic Approximation
Estimation And Hypothesis Testing In Cointegrated Models
Particle Filtering
Survival Analysis
Gender Gap
Partial Cointegrated Vector Autoregressive Models
Var
Cointegration
I(1)
Reduced Rank
Forediction
Response Surface
Cvar
Statistical Model
Small Open Economy Wage Policies
Cointegrated Vector Autoregression
Parameterization
Vector Error Correction Model
Autometrics
Cointegrating Coefficients
Co-breaking
Vector Spaces
Singular Stochastic Vectors
Linking Theory To Evidence
Breaks
Economics, Finance, Business & Management / Bicssc
Hypothesis Testing
Currency Risky
Inflation Targeting
Rank Deficiency
Structural Change
Online Access:
Collection: Directory of Open Access Books - Collection details see MPG.ReNa
Description
Summary: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.
Item Description:Creative Commons (cc), https://creativecommons.org/licenses/by/4.0/
Physical Description:1 electronic resource (486 p.)
ISBN:9783036549705
books978-3-0365-4970-5
9783036549699

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