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On univariate time series methods and simultaneous equation econometric models

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  • PALM, Franz

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  • PALM, Franz, 1977. "On univariate time series methods and simultaneous equation econometric models," LIDAM Reprints CORE 293, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:293
    DOI: 10.1016/0304-4076(77)90046-X
    Note: In : Journal of Econometrics, 5, 379-388, 1977
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    Cited by:

    1. Valeria D’Amato & Steven Haberman & Gabriella Piscopo & Maria Russolillo, 2014. "Computational framework for longevity risk management," Computational Management Science, Springer, vol. 11(1), pages 111-137, January.
    2. Gianluca Cubadda & Alain Hecq & Antonio Riccardo, 2018. "Forecasting Realized Volatility Measures with Multivariate and Univariate Models: The Case of The US Banking Sector," CEIS Research Paper 445, Tor Vergata University, CEIS, revised 30 Oct 2018.
    3. Stephan Smeekes & Jean-Pierre Urbain, 2014. "On the Applicability of the Sieve Bootstrap in Time Series Panels," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(1), pages 139-151, February.
    4. Zellner, Arnold & Israilevich, Guillermo, 2005. "Marshallian Macroeconomic Model: A Progress Report," Macroeconomic Dynamics, Cambridge University Press, vol. 9(2), pages 220-243, April.
    5. Cubadda, Gianluca & Hecq, Alain & Palm, Franz C., 2009. "Studying co-movements in large multivariate data prior to multivariate modelling," Journal of Econometrics, Elsevier, vol. 148(1), pages 25-35, January.
    6. Palm, Franz & Zellner, Arnold, 1981. "Large sample estimation and testing procedures for dynamic equation systems," Journal of Econometrics, Elsevier, vol. 17(1), pages 131-138, September.
    7. Cubadda, Gianluca & Triacca, Umberto, 2011. "An alternative solution to the Autoregressivity Paradox in time series analysis," Economic Modelling, Elsevier, vol. 28(3), pages 1451-1454, May.
    8. Zellner, Arnold, 1999. "Bayesian and Non-Bayesian Approaches to Scientific Modeling and Inference in Economics and Econometrics," CUDARE Working Papers 198685, University of California, Berkeley, Department of Agricultural and Resource Economics.
    9. Cubadda, G. & Hecq, A.W. & Palm, F.C., 2007. "Studying co-movements in large multivariate models without multivariate modelling," Research Memorandum 032, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).

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