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Questionable Innovations in Data Processing with Incomplete Information about the Analyzed System in Absence of Applications Limitations

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  • Varshavsky, Alexander

    ()
    (Central Economics and Mathematics Institute Russian Academy of Sciences)

Abstract

Problems of using questionable innovations in data processing on examples of error correction models are discussed. Necessity of deeper analysis of economic systems and determination of the applications limitations of new econometric methods and models is shown

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File URL: http://pe.cemi.rssi.ru/pe_2009_4_116-133.pdf
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Bibliographic Info

Article provided by Publishing House "SINERGIA PRESS" in its journal Applied Econometrics.

Volume (Year): 16 (2009)
Issue (Month): 4 ()
Pages: 116-133

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Handle: RePEc:ris:apltrx:0041

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Web page: http://appliedeconometrics.cemi.rssi.ru/

Related research

Keywords: Error correction model; questionable innovations; limited applications; cointegration; automatic control system;

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  1. Pesaran, M Hashem, 1997. "The Role of Economic Theory in Modelling the Long Run," Economic Journal, Royal Economic Society, vol. 107(440), pages 178-91, January.
  2. Hendry, David F. & Pagan, Adrian R. & Sargan, J.Denis, 1984. "Dynamic specification," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 18, pages 1023-1100 Elsevier.
  3. Maddala,G. S. & Kim,In-Moo, 1999. "Unit Roots, Cointegration, and Structural Change," Cambridge Books, Cambridge University Press, number 9780521587822.
  4. Варшавский А.Е., 2000. "Моделирование Неплатежей И Денежного Спроса В Бартерной Экономике России," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 36(2), апреÐ.
  5. Johansen, Soren, 1995. "Likelihood-Based Inference in Cointegrated Vector Autoregressive Models," OUP Catalogue, Oxford University Press, number 9780198774501, October.
  6. Banerjee, Anindya & Dolado, Juan J. & Galbraith, John W. & Hendry, David, 1993. "Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data," OUP Catalogue, Oxford University Press, number 9780198288107, October.
  7. Sumei Tang & E. A. Selvanathan & S. Selvanathan, 2008. "Foreign Direct Investment, Domestic Investment and Economic Growth in China: A Time Series Analysis," The World Economy, Wiley Blackwell, vol. 31(10), pages 1292-1309, October.
  8. Shoesmith, Gary L., 1995. "Multiple cointegrating vectors, error correction, and forecasting with Litterman's model," International Journal of Forecasting, Elsevier, vol. 11(4), pages 557-567, December.
  9. Pesaran, M. Hashem & Smith, Ron, 1995. "The role of theory in econometrics," Journal of Econometrics, Elsevier, vol. 67(1), pages 61-79, May.
  10. LeSage, James P, 1990. "A Comparison of the Forecasting Ability of ECM and VAR Models," The Review of Economics and Statistics, MIT Press, vol. 72(4), pages 664-71, November.
  11. Alogoskoufis, George & Smith, Ron, 1991. " On Error Correction Models: Specification, Interpretation, Estimation," Journal of Economic Surveys, Wiley Blackwell, vol. 5(1), pages 97-128.
  12. Salmon, Mark H, 1982. "Error Correction Mechanisms," Economic Journal, Royal Economic Society, vol. 92(367), pages 615-29, September.
  13. David A. Dickey & Dennis W. Jansen & Daniel L. Thornton, 1991. "A primer on cointegration with an application to money and income," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 58-78.
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