Searching for the causal structure of a vector autoregression
Article Abstract:
The authors demonstrate the application of graph-theoretic techniques to choosing the structural vector autoregression causal order. These techniques are used in a Monte Carlo situation; findings show they are useful tools in structural vector autoregression analysis.
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2003
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An introduction to best empirical models when the parameter space is infinite dimensional
Article Abstract:
The article examines the application of a fitted empirical model to infinite dimensional parameter space, and specific technical difficulties are identified and explored. Implications for forecasting, including vector autoregression, are discussed.
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2003
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Truth and robustness in coss-country growth regressions
Article Abstract:
The cross-country growth regression studies presented by Levine, Renelt and Sala-i-Martin are re-examined and compared.
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2004
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