Instrumental variables and wavelet decompositions
Tài liệu tham khảo
Bruce, 1996
Clarida, 1999, The science of monetary policy: a new Keynesian perspective, Journal of Economic Literature, vol. XXXVII, 1661, 10.1257/jel.37.4.1661
Cleveland, 1979, Robust locally-weighted regression and scatterplot smoothing, Journal of the American Statistical Association, 74, 829, 10.2307/2286407
Daubechies, 1992
Donoho, 1995, Adapting to unknown smoothness via wavelet shrinkage, Journal of the American Statistical Association, 90, 1200, 10.2307/2291512
Donoho, 1995, Wavelet shrinkage: asymptopia?, Journal of the Royal Statistical Society, B, 57, 301
Gali, 1999, Inflation dynamics: a structural econometric analysis, Journal of Monetary Economics, 44, 195, 10.1016/S0304-3932(99)00023-9
Gencay, 2002
Granger, 1993
Ghosh, 1996, A new graphical tool to detect non-normality, Journal of the Royal Statistical Society, B, 58, 691
Hahn, 2003, Weak instruments: diagnosis and cures in empirical econometrics, Recent Advances in Econometric Methodology, 93, 118
Mankiw, 2001, The inexorauble and mysterious tradeoff between inflation and unemployment, The Economic Journal, 111, C45, 10.1111/1468-0297.00619
Percival, 2000
Ramsey, 1995, An analysis of U. S. stock price behavior using wavelets, Fractals, 3, No. 2, 377, 10.1142/S0218348X95000291
Ramsey, 1996, The application of waveform dictionaries to stock market index data, 189
Ramsey, J.B. (1999): The contribution of wavelets to the analysis of economic and financial data, Philosophical Transactions of the Royal Society London, A, 357, 2593–2606; reprinted in Wavelets, edt. Silverman, B.W. and Vassilicos, J.C., Oxford University Press, Oxford, 1999, Chapter 12, 221–236.
Ramsey, 1999, Regression over time scale decompositions: a sampling analysis of distributional properties, Economic Systems Research, 11, 163, 10.1080/09535319900000012
Ramsay, 2002, Functional data analysis of the dynamics of the monthly index of nondurable goods production, Journal of Econometrics, 107, 327, 10.1016/S0304-4076(01)00127-0
Ramsay, 2005
Semmler, 2005
Silverman, 1998, Wavelets and statistics: some recent developments, CompStat: Proc., Computational Statistics, 15, 10.1007/978-3-662-01131-7_2
Strang, 1996
Stock, 2002, A survey of weak instruments and weak identification in generalized method of moments, Journal of Business and Economic Statistics, 20, 518, 10.1198/073500102288618658
Wooldridge, 2006