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
Format:	Online
Language:	English
Published:	MDPI - Multidisciplinary Digital Publishing Institute 2022
Subjects:	forediction invariance super exogeneity indicator saturation co-breaking Autometrics GMM VECM reduced rank cointegrated vector autoregression heteroscedasticity Markov-switching model monetary policy analysis cointegration particle filtering random coefficient autoregressive model state space model stochastic approximation adjustment coefficients cointegrating coefficients CVAR causal models rank deficiency weak identification mortality forecasting term structure of mortality factor modelling partial cointegrated vector autoregressive models structural breaks deterministic terms weak exogeneity cointegrating rank response surface singular stochastic vectors cointegration for singular vectors Granger representation theorem large-dimensional dynamic factor models) error-correcting adjustment estimation and hypothesis testing in cointegrated models rent-sharing in wage formation pattern wage bargaining inflation targeting small open economy wage policies macroeconomic fluctuations and transmission mechanisms graphical causal modeling causal search cointegrated vector autoregression (CVAR) irreducible cointegrating relations vector autoregressions vector error correction model integrated processes of order two canonical form hypothesis testing parameterization state space representation unit roots imperfect knowledge Knightian Uncertainty structural change currency risky cointegrated VAR methodology linking theory to evidence empirically-based macroeconomics n/a bass diffusion model bibliometrics VAR I(d) vector spaces fractional (co-)integration statistical model survival analysis I(1) I(2) common trends adjustment breaks model comparison gender gap thema EDItEUR::K Economics, Finance, Business and Management
Online Access:	ONIX_20221117_9783036549705_50
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Celebrated Econometricians: Katarina Juselius and Søren Johansen

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