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type_genre:"Congress report"
type_genre:"Working Paper"
~person:"Gouriéroux, Christian"
~person:"Teräsvirta, Timo"
~subject:"VAR-Modell"
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Search: subject_exact:"Estimation theory"
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VAR-Modell
Estimation theory
72
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72
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31
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31
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Gouriéroux, Christian
Teräsvirta, Timo
Lütkepohl, Helmut
33
Kilian, Lutz
19
Staszewska-Bystrova, Anna
14
Winker, Peter
14
Inoue, Atsushi
12
Athanasopoulos, George
8
Vahid, Farshid
8
Benati, Luca
7
Sentana, Enrique
7
Bruns, Martin
6
Theodoridis, Konstantinos
6
Amengual, Dante
5
Binder, Michael
5
Fiorentini, Gabriele
5
Guillén, Osmani Teixeira de Carvalho
5
Issler, João Victor
5
Johansen, Søren
5
Koop, Gary
5
Peng, Bin
5
Pesaran, M. Hashem
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Benkwitz, Alexander
4
Brüggemann, Ralf
4
Cai, Zongwu
4
Gambetti, Luca
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Hecq, Alain W. J.
4
Hsiao, Cheng
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Jordà, Òscar
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ECONIS (ZBW)
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Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
2
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
3
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
4
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
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5
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010336592
Saved in:
6
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications
Teräsvirta, Timo
;
Yang, Yukai
-
2014
Persistent link: https://www.econbiz.de/10010484181
Saved in:
7
Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2013
Persistent link: https://www.econbiz.de/10009751844
Saved in:
8
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
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