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jqte-econometric-methods

separate

Use when the empirical core of a 《数量经济技术经济研究》 (JQTE) manuscript is an econometric model — time series, cointegration, mixed-frequency, VAR/SVAR, state-space, or panel / macro-econometrics. Enforces correct model setup, stationarity / unit-root and cointegration diagnostics, and lag/specification justification. Use when the method itself is the contribution rather than a causal identification claim.

When to use

• time series econometrics
• VAR/SVAR modeling
• cointegration and VECM
• mixed-frequency data modeling
• state-space models
• panel and macro-econometrics
• stationarity and unit-root diagnostics
• lag and specification justification

When not to use

• causal identification claims

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