Econometric Theory, Vol. 25, No. 6, Newbold Conference Special Issue (Dec., 2009), pp. 1466-1497 (32 pages) A local limit theorem is proved for sample covariances of nonstationary time series and ...
ECONOMISTS develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “What Are Economic Models,” F&D, ...
Economists develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables (see “Economic Models,” p. 8). For ...
Recent work by Wang and Phillips (2009b, 2011) has shown that ill-posed inverse problems do not arise in non-stationary non-parametric regression and there is no need for non-parametric instrumental ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
This course is compulsory on the BSc in Economic History with Economics, BSc in Economics and Economic History, BSc in Finance, BSc in International Social and Public Policy and Economics, BSc in ...