Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Lealand Morin"'
Publikováno v:
Canadian Journal of Economics/Revue canadienne d'économique. 56:225-246
Publikováno v:
International Journal of Forecasting
We develop a variant of intervention analysis designed to measure a change in the law of motion for the distribution of individuals in a cross-section, rather than modeling the moments of the distribution. To calculate a counterfactual forecast, we d
Autor:
Lealand Morin
Publikováno v:
Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications ISBN: 9781837532131
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4a79a828fa9e15482cf586b0e265a5b7
https://doi.org/10.1108/s0731-90532023000045b006
https://doi.org/10.1108/s0731-90532023000045b006
Publikováno v:
Canadian Journal of Economics/Revue canadienne d'économique. 55:88-114
Autor:
Ying Shang, Lealand Morin
Publikováno v:
Empirical Economics. 60:2105-2124
Regardless of whether the federal funds target rate has lifted off from the zero lower bound, the historical record of interest rates will be forever marred by the lack of variation in the aftermath of the great recession. This paper employs a method
Autor:
Lealand Morin, Michael Tseng
Publikováno v:
SSRN Electronic Journal.
We consider the problem of testing for unit root in time series where the error term of the series is near unit root. As the error term approaches unit root, existing tests no longer retain reasonable small sample properties. We introduce a test stat
This manual describes the usage of the accompanying freely available software package for estimation and testing in the fractionally cointegrated vector autoregressive (VAR) model.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::13b47b489f8375c9b04c8c45144acc7f
http://qed.econ.queensu.ca/working_papers/papers/qed_wp_1273.pdf
http://qed.econ.queensu.ca/working_papers/papers/qed_wp_1273.pdf