Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors

Keyphrases

• Noncausal Autoregression 100%
• Economic Relations 100%
• Regressor 100%
• Error Term 50%
• Monte Carlo Simulation 50%
• Asymptotic Distribution 50%
• Noncausal Models 50%
• Exchange Rate 50%
• Variables of Interest 50%
• Commodity Prices 50%
• Explosive Roots 50%
• Industrial Production Index 50%
• Forward Solution 50%
• Exogenous Variables 50%
• Information Criteria 50%
• Model Selection 50%
• US Industrial Production 50%
• Student-t Likelihood 50%

INIS

• solutions 100%
• errors 100%
• economics 100%
• information 50%
• simulation 50%
• production 50%
• accuracy 50%
• inclusions 50%
• distribution 50%
• prices 50%
• roots 50%
• monte carlo method 50%
• exchange rate 50%
• asymptotic solutions 50%
• commodities 50%
• explosives 50%

Economics, Econometrics and Finance

• Exchange Rate 100%
• Monte Carlo Simulation 100%
• Autoregression 100%