Celebrated Econometricians : : Katarina Juselius and Søren Johansen / / edited by Rocco Mosconi and Paolo Paruolo.
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...
Saved in:
TeilnehmendeR: | |
---|---|
Place / Publishing House: | Basel : : MDPI - Multidisciplinary Digital Publishing Institute,, 2022. |
Year of Publication: | 2022 |
Language: | English |
Physical Description: | 1 online resource (486 pages) |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
id |
993567743904498 |
---|---|
ctrlnum |
(CKB)5860000000259618 (NjHacI)995860000000259618 (EXLCZ)995860000000259618 |
collection |
bib_alma |
record_format |
marc |
spelling |
Celebrated Econometricians : Katarina Juselius and Søren Johansen / edited by Rocco Mosconi and Paolo Paruolo. Celebrated Econometricians Basel : MDPI - Multidisciplinary Digital Publishing Institute, 2022. 1 online resource (486 pages) text txt rdacontent computer c rdamedia online resource cr rdacarrier Description based on publisher supplied metadata and other sources. 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 grouped in the following areas, with three to four papers per group. The first group provides a historical perspective on Katarina's and Søren's contributions to Econometrics. The second group of papers concentrates on representation theory, while the third focuses on estimation and inference. The fourth group explores extensions of CVARs for modelling and forecasting, and the fifth and final group is centered on empirical applications. About the Editors -- Celebrated Econometricians: Katarina Juselius and Søren Johansen -- A Conversation with Katarina Juselius -- A Conversation with Søren Johansen -- Searching for a Theory That Fits the Data: A Personal Research Odyssey -- Søren Johansen and Katarina Juselius:A Bibliometric Analysis of Citations through Multivariate Bass Models -- Cointegration and Adjustment in the CVAR(∞) Representation of SomePartially Observed CVAR(1) Models -- Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors -- A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing -- Cointegration, Root Functions and Minimal Bases -- Johansen's Reduced Rank Estimator Is GMM -- Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient -- Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms -- Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size -- The Stochastic Stationary Root Model -- A Parametric Factor Model of the Term Structure of Mortality -- The Discovery of Long-Run Causal Order: A Preliminary Investigation -- Evaluating Forecasts, Narratives and Policy Using a Test of Invariance -- The Relation between Monetary Policy and the Stock Market inEurope -- Cointegration and Structure in Norwegian Wage-Price Dynamics † -- Forward Rate Bias in Developed and Developing Countries: More RiskyNot Less Rational. Econometrics. 3-0365-4970-6 Paruolo, Paolo, editor. Mosconi, Rocco, editor. |
language |
English |
format |
eBook |
author2 |
Paruolo, Paolo, Mosconi, Rocco, |
author_facet |
Paruolo, Paolo, Mosconi, Rocco, |
author2_variant |
p p pp r m rm |
author2_role |
TeilnehmendeR TeilnehmendeR |
title |
Celebrated Econometricians : Katarina Juselius and Søren Johansen / |
spellingShingle |
Celebrated Econometricians : Katarina Juselius and Søren Johansen / About the Editors -- Celebrated Econometricians: Katarina Juselius and Søren Johansen -- A Conversation with Katarina Juselius -- A Conversation with Søren Johansen -- Searching for a Theory That Fits the Data: A Personal Research Odyssey -- Søren Johansen and Katarina Juselius:A Bibliometric Analysis of Citations through Multivariate Bass Models -- Cointegration and Adjustment in the CVAR(∞) Representation of SomePartially Observed CVAR(1) Models -- Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors -- A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing -- Cointegration, Root Functions and Minimal Bases -- Johansen's Reduced Rank Estimator Is GMM -- Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient -- Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms -- Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size -- The Stochastic Stationary Root Model -- A Parametric Factor Model of the Term Structure of Mortality -- The Discovery of Long-Run Causal Order: A Preliminary Investigation -- Evaluating Forecasts, Narratives and Policy Using a Test of Invariance -- The Relation between Monetary Policy and the Stock Market inEurope -- Cointegration and Structure in Norwegian Wage-Price Dynamics † -- Forward Rate Bias in Developed and Developing Countries: More RiskyNot Less Rational. |
title_sub |
Katarina Juselius and Søren Johansen / |
title_full |
Celebrated Econometricians : Katarina Juselius and Søren Johansen / edited by Rocco Mosconi and Paolo Paruolo. |
title_fullStr |
Celebrated Econometricians : Katarina Juselius and Søren Johansen / edited by Rocco Mosconi and Paolo Paruolo. |
title_full_unstemmed |
Celebrated Econometricians : Katarina Juselius and Søren Johansen / edited by Rocco Mosconi and Paolo Paruolo. |
title_auth |
Celebrated Econometricians : Katarina Juselius and Søren Johansen / |
title_alt |
Celebrated Econometricians |
title_new |
Celebrated Econometricians : |
title_sort |
celebrated econometricians : katarina juselius and søren johansen / |
publisher |
MDPI - Multidisciplinary Digital Publishing Institute, |
publishDate |
2022 |
physical |
1 online resource (486 pages) |
contents |
About the Editors -- Celebrated Econometricians: Katarina Juselius and Søren Johansen -- A Conversation with Katarina Juselius -- A Conversation with Søren Johansen -- Searching for a Theory That Fits the Data: A Personal Research Odyssey -- Søren Johansen and Katarina Juselius:A Bibliometric Analysis of Citations through Multivariate Bass Models -- Cointegration and Adjustment in the CVAR(∞) Representation of SomePartially Observed CVAR(1) Models -- Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors -- A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing -- Cointegration, Root Functions and Minimal Bases -- Johansen's Reduced Rank Estimator Is GMM -- Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient -- Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms -- Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size -- The Stochastic Stationary Root Model -- A Parametric Factor Model of the Term Structure of Mortality -- The Discovery of Long-Run Causal Order: A Preliminary Investigation -- Evaluating Forecasts, Narratives and Policy Using a Test of Invariance -- The Relation between Monetary Policy and the Stock Market inEurope -- Cointegration and Structure in Norwegian Wage-Price Dynamics † -- Forward Rate Bias in Developed and Developing Countries: More RiskyNot Less Rational. |
isbn |
3-0365-4970-6 |
callnumber-first |
H - Social Science |
callnumber-subject |
HB - Economic Theory and Demography |
callnumber-label |
HB139 |
callnumber-sort |
HB 3139 C454 42022 |
illustrated |
Not Illustrated |
dewey-hundreds |
300 - Social sciences |
dewey-tens |
330 - Economics |
dewey-ones |
330 - Economics |
dewey-full |
330.015195 |
dewey-sort |
3330.015195 |
dewey-raw |
330.015195 |
dewey-search |
330.015195 |
work_keys_str_mv |
AT paruolopaolo celebratedeconometricianskatarinajuseliusandsørenjohansen AT mosconirocco celebratedeconometricianskatarinajuseliusandsørenjohansen AT paruolopaolo celebratedeconometricians AT mosconirocco celebratedeconometricians |
status_str |
n |
ids_txt_mv |
(CKB)5860000000259618 (NjHacI)995860000000259618 (EXLCZ)995860000000259618 |
carrierType_str_mv |
cr |
is_hierarchy_title |
Celebrated Econometricians : Katarina Juselius and Søren Johansen / |
author2_original_writing_str_mv |
noLinkedField noLinkedField |
_version_ |
1764995117104496640 |
fullrecord |
<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03245nam a2200301 i 4500</leader><controlfield tag="001">993567743904498</controlfield><controlfield tag="005">20230328165246.0</controlfield><controlfield tag="006">m o d </controlfield><controlfield tag="007">cr |||||||||||</controlfield><controlfield tag="008">230328s2022 xx o 000 0|eng d</controlfield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(CKB)5860000000259618</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(NjHacI)995860000000259618</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(EXLCZ)995860000000259618</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">NjHacI</subfield><subfield code="b">eng</subfield><subfield code="e">rda</subfield><subfield code="c">NjHacl</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">HB139</subfield><subfield code="b">.C454 2022</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">330.015195</subfield><subfield code="2">23</subfield></datafield><datafield tag="245" ind1="0" ind2="0"><subfield code="a">Celebrated Econometricians :</subfield><subfield code="b">Katarina Juselius and Søren Johansen /</subfield><subfield code="c">edited by Rocco Mosconi and Paolo Paruolo.</subfield></datafield><datafield tag="246" ind1=" " ind2=" "><subfield code="a">Celebrated Econometricians</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Basel :</subfield><subfield code="b">MDPI - Multidisciplinary Digital Publishing Institute,</subfield><subfield code="c">2022.</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (486 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="588" ind1=" " ind2=" "><subfield code="a">Description based on publisher supplied metadata and other sources.</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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 grouped in the following areas, with three to four papers per group. The first group provides a historical perspective on Katarina's and Søren's contributions to Econometrics. The second group of papers concentrates on representation theory, while the third focuses on estimation and inference. The fourth group explores extensions of CVARs for modelling and forecasting, and the fifth and final group is centered on empirical applications.</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="a">About the Editors -- Celebrated Econometricians: Katarina Juselius and Søren Johansen -- A Conversation with Katarina Juselius -- A Conversation with Søren Johansen -- Searching for a Theory That Fits the Data: A Personal Research Odyssey -- Søren Johansen and Katarina Juselius:A Bibliometric Analysis of Citations through Multivariate Bass Models -- Cointegration and Adjustment in the CVAR(∞) Representation of SomePartially Observed CVAR(1) Models -- Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors -- A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing -- Cointegration, Root Functions and Minimal Bases -- Johansen's Reduced Rank Estimator Is GMM -- Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient -- Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms -- Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size -- The Stochastic Stationary Root Model -- A Parametric Factor Model of the Term Structure of Mortality -- The Discovery of Long-Run Causal Order: A Preliminary Investigation -- Evaluating Forecasts, Narratives and Policy Using a Test of Invariance -- The Relation between Monetary Policy and the Stock Market inEurope -- Cointegration and Structure in Norwegian Wage-Price Dynamics † -- Forward Rate Bias in Developed and Developing Countries: More RiskyNot Less Rational.</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Econometrics.</subfield></datafield><datafield tag="776" ind1=" " ind2=" "><subfield code="z">3-0365-4970-6</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Paruolo, Paolo,</subfield><subfield code="e">editor.</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Mosconi, Rocco,</subfield><subfield code="e">editor.</subfield></datafield><datafield tag="906" ind1=" " ind2=" "><subfield code="a">BOOK</subfield></datafield><datafield tag="ADM" ind1=" " ind2=" "><subfield code="b">2023-04-15 13:09:17 Europe/Vienna</subfield><subfield code="f">system</subfield><subfield code="c">marc21</subfield><subfield code="a">2022-11-14 04:01:55 Europe/Vienna</subfield><subfield code="g">false</subfield></datafield><datafield tag="AVE" ind1=" " ind2=" "><subfield code="P">DOAB Directory of Open Access Books</subfield><subfield code="x">https://eu02.alma.exlibrisgroup.com/view/uresolver/43ACC_OEAW/openurl?u.ignore_date_coverage=true&portfolio_pid=5341112460004498&Force_direct=true</subfield><subfield code="Z">5341112460004498</subfield><subfield code="8">5341112460004498</subfield></datafield></record></collection> |