//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Economic growth"
~institution:"University of Strathclyde / Department of Economics"
~person:"Chan, Joshua C. C."
~subject:"Dynamische Wirtschaftstheorie"
~subject:"VAR model"
~type_genre:"Non-commercial literature"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Economic growth
Dynamische Wirtschaftstheorie
VAR model
Modellierung
2
Scientific modelling
2
Theorie
2
Theory
2
Economic indicator
1
State space model
1
Time series analysis
1
VAR-Modell
1
Wirtschaftsindikator
1
Zeitreihenanalyse
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
1
Graue Literatur
1
Working Paper
1
Language
All
English
1
Author
All
Chan, Joshua C. C.
Koop, Gary
6
Cross, Rodd
2
McNamara, Hugh
2
Pokrovskii, Alexei
2
Kalačev, Leonid V.
1
Korobilis, Dimitris
1
Leon-Gonzalez, Roberto
1
Strachan, Rodney W.
1
Toole, Lise
1
more ...
less ...
Institution
All
University of Strathclyde / Department of Economics
Published in...
All
Strathclyde discussion papers in economics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling breaks and clusters in the steady states of macroeconomic variables
Chan, Joshua C. C.
;
Koop, Gary
-
2011
Persistent link: https://www.econbiz.de/10009231274
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->