Detecting common dynamics in transitory components
Year of publication: |
2011
|
---|---|
Authors: | Christensen, Timothy ; Hurn, Stan ; Pagan, Adrian R. |
Published in: |
Journal of time series econometrics. - Berlin : De Gruyter, ISSN 1941-1928, ZDB-ID 2493596-7. - Vol. 3.2011, 1, p. 1-26
|
Subject: | Theorie | Theory | Kointegration | Cointegration | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation | Dynamisches Gleichgewicht | Dynamic equilibrium |
Extent: | graph. Darst. |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.2202/1941-1928.1088 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Detecting common dynamics in transitory components
Christensen, Tim M., (2009)
-
Un regard bayésien sur les modèles dynamiques de la macroéconomie
Adjemian, Stéphane, (2008)
-
The virtues of VAR forecast pooling : a DSGE model based Monte Carlo study
Henzel, Steffen, (2009)
- More ...
-
It never rains but it pours : modeling the persistence of spikes in electricity prices
Christensen, Timothy, (2009)
-
It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices
Christensen, Timothy, (2009)
-
Detecting common dynamics in transitory components
Christensen, Timothy, (2011)
- More ...