Elena Pesavento - Dokumente zum Namen - alle Infos bei Yasni.de

(1 - 5 von 5

)

Analytical Evaluation of the Power of Tests for the Absence of...

papers.ssrn.com

This paper proposes a theoretical explanation to the common empirical results in which different tests for cointegration give different answers. Using local to

Pesavento, Elena [WorldCat Identities]

www.worldcat.org

long horizons by Elena Pesavento( Book ) 6 editions published in in ...

Unit Roots, Cointegration and Pre-Testing in VAR econdept ...

documents.pub

· Elena Pesavento. Emory University. February Abstract. This chapter investigates the robustness of impulse response estimators to near unit roots. and near cointegration in VAR models. We compare estimators based on VAR specifications. determined by pre-tests for unit roots and cointegration as well as unrestricted VAR specifi- cations in …

Small Sample Confidence Intervals for Multivariate Impulse Response...

papers.ssrn.com

Existing methods for constructing confidence bands for multivariate impulse response functions depend on auxiliary assumptions on the order of integration of th

Duke Economics Working Paper

public.econ.duke.edu

Elena Pesavento and Barbara Rossi. Abstract. This paper analyzes the robustness of the estimate of a positive productivity shock on hours to the presence of a ...

Verwandte Suchanfragen zu Elena Pesavento

Barbara Rossi

Personen
Vorname "Elena" (18830)
Name "Pesavento" (32)

sortiert nach Relevanz / Datum

Erweiterte Suche

Person-Suchen: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Dokumente zum Namen Elena Pesavento

Analytical Evaluation of the Power of Tests for the Absence of...

Pesavento, Elena [WorldCat Identities]

Unit Roots, Cointegration and Pre-Testing in VAR econdept ...

Small Sample Confidence Intervals for Multivariate Impulse Response...

Duke Economics Working Paper