Výsledky vyhledávání - "Morten Nyboe Tabor"

Akademický článek

Et statistikfags succesfulde omstrukturering – fokus på alignment og god feedbackpraksis

Autor: Morten Nyboe Tabor, Rikke von Müllen

Publikováno v: Dansk Universitetspaedagogisk Tidsskrift, Vol 16, Iss 28 (2020)

Faget Econometrics II blev over en fireårig periode gennemgribende omstruktureret pædagogisk. Motivet var, at for mange studerende lærte for lidt og på for lavt taksonomisk niveau. Omstruktureringens formål var at skabe tydelig alignment mellem

Externí odkaz: https://doaj.org/article/464811419f784e09af1df4ed0cef2976

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Akademický článek

Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models

Autor: Søren Johansen, Morten Nyboe Tabor

Publikováno v: Econometrics, Vol 5, Iss 3, p 36 (2017)

A state space model with an unobserved multivariate random walk and a linear observation equation is studied. The purpose is to find out when the extracted trend cointegrates with its estimator, in the sense that a linear combination is asymptoticall

Externí odkaz: https://doaj.org/article/7fc0255c165842d08358437eec48e13c

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Rethinking the Role of the Representativeness Heuristic in Macroeconomics and Finance Theory

Autor: Morten Nyboe Tabor, Roman Frydman

Publikováno v: Institute for New Economic Thinking Working Paper Series. :1-42

We propose a novel interpretation and formalization of Kahneman and Tversky's findings in the Linda experiment which implies that subjects are rational in the sense of Muth's hypothesis and provides an approach to specifying rational assessment of un

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::9a2b09e61848059fecdc8818b038cd98
https://doi.org/10.36687/inetwp142

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The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth’s Consistency Constraint in Modeling Aggregate Outcomes

Autor: Roman Frydman, Soeren Johansen, Morten Nyboe Tabor, Anders Rahbek

Publikováno v: SSRN Electronic Journal.

This paper proposes the Knightian Uncertainty Hypothesis (KUH), a new approach to macroeconomics and finance theory. KUH rests on a novel mathematical framework that characterizes both measurable and Knightian uncertainty about economic outcomes. Rel

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::8461285937ed50bfaa183ef5d2548e6d
https://doi.org/10.2139/ssrn.3341203

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Cointegration Between Trends and Their Estimators in State Space Models and CVAR Models

Autor: Søren Johansen, Morten Nyboe Tabor

Publikováno v: SSRN Electronic Journal.

In a linear state space model Y(t)=BT(t) e(t), we investigate if the unobserved trend, T(t), cointegrates with the predicted trend, E(t), and with the estimated predicted trend, in the sense that the spreads are stationary. We find that this result h

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::5e910f3e64343f0c5fddebc6f68b0d69
https://doi.org/10.2139/ssrn.2932853

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