Browsing Recerca: working papers, preprints, informes, etc. by Author "Al-Sadoon, Majid M."

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A general theory of rank testing

Al-Sadoon, Majid M. (2014-02-01)
Geometric and long run aspects of Granger causality

Al-Sadoon, Majid M. (2013-01-01)
Simple methods for consistent estimation of dynamic panel data sample selection models

Al-Sadoon, Majid M.; Jiménez-Martín, Sergi; Labeaga Azcona, José María (2019-01-02)

We analyse the properties of generalised method of moments-instrumental variables (GMM-IV) estimators of AR(1) dynamic panel data sample selection models. We show the consistency of the first-differenced GMM-IV estimator ...
Testing subspace Granger causality

Al-Sadoon, Majid M. (2015-11-01)
The identification problem for linear rational expectations models

Al-Sadoon, Majid M.; Zwiernik, Piotr (2019-09-10)

We consider the problem of the identification of stationary solutions to linear rational expectations models from the second moments of observable data. Observational equivalence is characterized and necessary and sufficient ...
The linear systems approach to linear rational expectations models

Al-Sadoon, Majid M. (2016-01-01)

Now showing items 1-6 of 6

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