Please use this identifier to cite or link to this item:
https://doi.org/10.21256/zhaw-3952Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Müller, Christian | - |
| dc.date.accessioned | 2018-08-28T13:18:11Z | - |
| dc.date.available | 2018-08-28T13:18:11Z | - |
| dc.date.issued | 2009 | - |
| dc.identifier.issn | 2235-6282 | de_CH |
| dc.identifier.issn | 0303-9692 | de_CH |
| dc.identifier.uri | https://digitalcollection.zhaw.ch/handle/11475/9781 | - |
| dc.description.abstract | This paper considers an expectations augmented version of the Engle and Granger (1987) error correction model and shows that standard inference about the adjustment coefficients can be severely biased. This has implications for long-run causality and impulse-response analysis in particular. However, a sometimes simple remedy exists which only requires some additional regressions. The results are illustrated using U.S., German and Swiss data | de_CH |
| dc.language.iso | en | de_CH |
| dc.publisher | Springer | de_CH |
| dc.relation.ispartof | Swiss Journal of Economics and Statistics | de_CH |
| dc.rights | http://creativecommons.org/licenses/by/4.0/ | de_CH |
| dc.subject | Forecasting | de_CH |
| dc.subject | Rational expectation | de_CH |
| dc.subject | ZWP | de_CH |
| dc.subject | Policy analysis | de_CH |
| dc.subject.ddc | 330: Wirtschaft | de_CH |
| dc.title | Biased estimation in a simple extension of a standard error correction model | de_CH |
| dc.type | Beitrag in wissenschaftlicher Zeitschrift | de_CH |
| dcterms.type | Text | de_CH |
| zhaw.departement | School of Management and Law | de_CH |
| zhaw.organisationalunit | Zentrum für Arbeitsmärkte, Digitalisierung und Regionalökonomie (CLDR) | de_CH |
| dc.identifier.doi | 10.21256/zhaw-3952 | - |
| dc.identifier.doi | 10.1007/BF03399274 | de_CH |
| zhaw.funding.eu | No | de_CH |
| zhaw.issue | 1 | de_CH |
| zhaw.originated.zhaw | Yes | de_CH |
| zhaw.pages.end | 60 | de_CH |
| zhaw.pages.start | 37 | de_CH |
| zhaw.publication.status | publishedVersion | de_CH |
| zhaw.volume | 145 | de_CH |
| zhaw.publication.review | Peer review (Publikation) | de_CH |
| Appears in collections: | Publikationen School of Management and Law | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Müller2009_Article_BiasedEstimationInASimpleExten(1).pdf | 231.43 kB | Adobe PDF |  View/Open |
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Müller, C. (2009). Biased estimation in a simple extension of a standard error correction model. Swiss Journal of Economics and Statistics, 145(1), 37–60. https://doi.org/10.21256/zhaw-3952
Müller, C. (2009) ‘Biased estimation in a simple extension of a standard error correction model’, Swiss Journal of Economics and Statistics, 145(1), pp. 37–60. Available at: https://doi.org/10.21256/zhaw-3952.
C. Müller, “Biased estimation in a simple extension of a standard error correction model,” Swiss Journal of Economics and Statistics, vol. 145, no. 1, pp. 37–60, 2009, doi: 10.21256/zhaw-3952.
MÜLLER, Christian, 2009. Biased estimation in a simple extension of a standard error correction model. Swiss Journal of Economics and Statistics. 2009. Bd. 145, Nr. 1, S. 37–60. DOI 10.21256/zhaw-3952
Müller, Christian. 2009. “Biased Estimation in a Simple Extension of a Standard Error Correction Model.” Swiss Journal of Economics and Statistics 145 (1): 37–60. https://doi.org/10.21256/zhaw-3952.
Müller, Christian. “Biased Estimation in a Simple Extension of a Standard Error Correction Model.” Swiss Journal of Economics and Statistics, vol. 145, no. 1, 2009, pp. 37–60, https://doi.org/10.21256/zhaw-3952.
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