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2018, Springer Texts in Business and Economics, ISBN 3319982818, 405
In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with... 
Economics | Statistics for Business, Management, Economics, Finance, Insurance | Macroeconomics/Monetary Economics//Financial Economics | Econometrics
eBook
2015, 1st edition., ISBN 9780198759980, xxx, 1064
This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a... 
Econometrics | Panel analysis | Time-series analysis
Book
eBook
12/2014, 2015, ISBN 3662450364, 202
The current world financial scene indicates at an intertwined and interdependent relationship between financial market activity and economic health. This book... 
Economics | Options (Finance) | Prices | Economics/Management Science | Finance/Investment/Banking | Statistics for Business/Economics/Mathematical Finance/Insurance | Quantitative Finance | Financial Economics
eBook
The Quarterly Journal of Economics, ISSN 0033-5533, 11/2018, Volume 133, Issue 4, pp. 1803 - 1884
Abstract Using new narrative measures of exogenous variation in marginal tax rates associated with postwar tax reforms in the United States, this study... 
ELASTICITY | ISSUES | RESPONSES | TAXABLE INCOME | TAXATION | DEADWEIGHT LOSS | ECONOMICS | MICRO | CUTS | Usage | Tax deductions | Time-series analysis | Elasticity (Economics) | Analysis | Tax rates
Journal Article
Journal of Econometrics, ISSN 0304-4076, 05/2019, Volume 210, Issue 1, pp. 155 - 169
Journal Article
12/2018, Springer Proceedings in Business and Economics, ISBN 9783030021931, 558
This conference proceedings volume presents advanced methods in time series estimation models that are applicable various areas of applied economic research... 
eBook
Journal of Asian Economics, ISSN 1049-0078, 2006, Volume 17, Issue 6, pp. 1082 - 1106
Using time-series and panel data from 1986 to 2004, this paper examines the Granger causality relations between GDP, exports, and FDI among China, Korea,... 
Panel data causality analysis | Granger causality analysis | East and Southeast Asia | Economic development | FDI, exports, and GDP | Foreign investments | Gross domestic product | Analysis
Journal Article
The Review of Economics and Statistics, ISSN 0034-6535, 11/1999, Volume 81, Issue 4, pp. 575 - 593
Journal Article
Economic Modelling, ISSN 0264-9993, 01/2013, Volume 30, Issue 1, pp. 435 - 441
Despite a bourgeoning literature on the existence of long run relationship between consumption of energy and economic growth, results on the direction of... 
Energy consumption | Malaysia | Economic growth | Financial development | ARDL | COUNTRIES | ELECTRICITY CONSUMPTION | GDP | IMPACT | CAUSAL RELATIONSHIP | COINTEGRATION | DYNAMICS | ECONOMICS | ECONOMIC-GROWTH | Islamic banking | Energy use | Energy conservation | Energy management systems | Analysis
Journal Article
Journal of Econometrics, ISSN 0304-4076, 2006, Volume 135, Issue 1, pp. 499 - 526
“Iterated” multiperiod-ahead time series forecasts are made using a one-period ahead model, iterated forward for the desired number of periods, whereas... 
Forecast comparisons | Multistep forecasts | Var forecasts | TESTS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | MODEL SELECTION | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | multistep forecasts | var forecasts | forecast comparisons | PREDICTION | Autoregression (Statistics) | Economic forecasting | Time-series analysis | Macroeconomics | Analysis | Methods
Journal Article
2010, The New Palgrave Economics Collection, ISBN 9780230238855
Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the... 
Economics | Macroeconomics/Monetary Economics//Financial Economics | Econometrics | Economic Theory/Quantitative Economics/Mathematical Methods | Time-series analysis | Macroeconomics
eBook
JOURNAL OF ECONOMETRICS, ISSN 0304-4076, 03/2016, Volume 191, Issue 1, pp. 255 - 271
We study the asymptotic properties of the Adaptive LASSO (adaLASSO) in sparse, high-dimensional, linear time-series models. The adaLASSO is a one-step... 
REGRESSION | NUMBER | Time series | Shrinkage | Forecasting | FAMILY | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | AdaLASSO | LASSO | ADAPTIVE LASSO | SOCIAL SCIENCES, MATHEMATICAL METHODS | GARCH | ECONOMICS | Sparse models | SELECTION | MOMENTS
Journal Article
17.