When the causal relationship between X and Y is specified by a structural equation, the average causal effect of X on Y is the population average rate of change of Y with respect to changes in X, when ...
In this paper, we introduce a new identification and estimation strategy for partially linear regression models with a general form of unknown heteroscedasticity, that is, Y = X'β₀ + m(Z) + U and U = ...
Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation We carry out an ex post assessment of popular models used to forecast oil prices and propose a host of alternative VAR ...