与瑟伦·约翰森的对话

IF 1.1 Q3 ECONOMICS

Econometrics Pub Date : 2022-04-13 DOI:10.3390/econometrics10020021

R. Mosconi, P. Paruolo

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引用次数: 1

摘要

本文为《计量经济学》特刊“著名计量经济学人：Katarina Juselius和Søren Johansen”撰写。它基于2018年10月30日在哥本哈根记录的材料。它探讨了Søren Johansen的研究，并讨论了以下问题：I（1）、I（2）和分数协整类型的非平稳时间序列的估计和推理；生存分析；统计建模；可能计量经济学方法；统计学与计量经济学的教学与实践。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

A Conversation with Søren Johansen

This article was prepared for the Special Issue “Celebrated Econometricians: Katarina Juselius and Søren Johansen” of Econometrics. It is based on material recorded on 30 October 2018 in Copenhagen. It explores Søren Johansen’s research, and discusses inter alia the following issues: estimation and inference for nonstationary time series of the I(1), I(2) and fractional cointegration types; survival analysis; statistical modelling; likelihood; econometric methodology; the teaching and practice of Statistics and Econometrics.

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来源期刊

Econometrics Economics, Econometrics and Finance-Economics and Econometrics

CiteScore

2.40

自引率

20.00%

发文量

审稿时长

11 weeks