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Details about Sean Telg

E-mail:
Homepage:https://research.vu.nl/en/persons/sean-telg
Postal address:Vrije Universiteit Amsterdam School of Business and Economics Department of Econometrics and Operations Research De Boelelaan 1105 1081 HV Amsterdam
Workplace:Afdeling Econometrie and Operations Research (Department of Econometrics and Operations Research), School of Business and Economics, Vrije Universiteit Amsterdam (VU University Amsterdam), (more information at EDIRC)

Access statistics for papers by Sean Telg.

Last updated 2020-04-09. Update your information in the RePEc Author Service.

Short-id: pte281


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Working Papers

2019

  1. Mixed causal-noncausal autoregressions with exogenous regressors
    FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) Downloads
    See also Journal Article in Journal of Applied Econometrics (2020)

2018

  1. A Residual Bootstrap for Conditional Expected Shortfall
    Papers, arXiv.org Downloads View citations (1)
  2. Detecting Co-Movements in Noncausal Time Series
    CEIS Research Paper, Tor Vergata University, CEIS Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2017) Downloads

    See also Journal Article in Oxford Bulletin of Economics and Statistics (2019)

2017

  1. Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2016

  1. Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    See also Journal Article in Econometrics (2017)

2015

  1. Identification of Mixed Causal-Noncausal Models: How Fat Should We Go?
    Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) Downloads View citations (2)

Journal Articles

2020

  1. Mixed causal–noncausal autoregressions with exogenous regressors
    Journal of Applied Econometrics, 2020, 35, (3), 328-343 Downloads
    See also Working Paper (2019)

2019

  1. Detecting Co‐Movements in Non‐Causal Time Series
    Oxford Bulletin of Economics and Statistics, 2019, 81, (3), 697-715 Downloads View citations (1)
    See also Working Paper (2018)

2017

  1. Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates?
    Econometrics, 2017, 5, (4), 1-22 Downloads View citations (4)
    See also Working Paper (2016)

2016

  1. Identification of Mixed Causal-Noncausal Models in Finite Samples
    Annals of Economics and Statistics, 2016, (123-124), 307-331 Downloads View citations (10)
 
Page updated 2020-09-26