João Victor Issler
Dados Biográficos
| ID | 6448270 |
|---|---|
| NOME | João Victor Issler |
| PRENOMES | João Victor |
| SOBRENOME | Issler |
| ASSINATURA | ISSLER J V |
| AFILIAÇÕES | Fundação Getulio Vargas |
| ORCID | 0000-0002-1745-1196 |
| VERIFICADO | Sim |
| TOTAL DE OBRAS | 2 |
| TOTAL DE CITAÇÕES | 1 |
| OBRAS COMO AUTOR | 2 |
| OBRAS COMO EDITOR | 0 |
| PRIMEIRO ANO DE PUBLICAÇÃO | 2000 |
| ANO MAIS RECENTE DE PUBLICAÇÃO | 2020 |
| ÍNDICE H | 1 |
Mixed causal–noncausal autoregressions with exogenous regressors
Mixed causal–noncausal autoregressive (MAR) models have been proposed to model time series exhibiting nonlinear dynamics. Possible exogenous regressors are typically substituted into the error term to maintain the MAR structure of the dependent variable. We introduce a representation including these covariates called MARX to study their direct impact. The asymptotic distribution of the MARX parameters is derived for a class of non‐Gaussian densit…
Public debt sustainability and endogenous seigniorage in Brazil
Public debt sustainability and endogenous seigniorage in Brazil
Mixed causal–noncausal autoregressions with exogenous regressors
Mixed causal–noncausal autoregressive (MAR) models have been proposed to model time series exhibiting nonlinear dynamics. Possible exogenous regressors are typically substituted into the error term to maintain the MAR structure of the dependent variable. We introduce a representation including these covariates called MARX to study their direct impact. The asymptotic distribution of the MARX parameters is derived for a class of non‐Gaussian densit…
Economics (2 obras) · Autoregressive model (1 obra) · Commodity (1 obra) · Computer Science (1 obra) · Covariate (1 obra) · Debt (1 obra) · Deficit spending (1 obra) · Econometrics (1 obra) · Endogenous growth theory (1 obra) · Finance (1 obra)