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~institution:"Econometrisch Instituut <Rotterdam>"
~institution:"European University Institute / Department of Economics"
~institution:"University of Melbourne / Department of Economics"
~institution:"Zentrum für Europäische Wirtschaftsforschung"
~subject:"Cointegration"
~subject:"Konjunktur"
~subject:"Ökonometrie"
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Search: subject_exact:"VARMA model"
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Cointegration
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VAR model
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Lütkepohl, Helmut
7
Dijk, Herman K. van
2
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Econometrisch Instituut <Rotterdam>
European University Institute / Department of Economics
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National Bureau of Economic Research
18
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6
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ECONIS (ZBW)
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1
Econometric analysis with vector autoregressive models
Lütkepohl, Helmut
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003483073
Saved in:
2
Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003397947
Saved in:
3
Business cycle analysis and VARMA models
Kascha, Christian
(
contributor
);
Mertens, Karl
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003419732
Saved in:
4
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
(
contributor
);
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003291432
Saved in:
5
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003243519
Saved in:
6
Valuing structure, model uncertainty and model averaging in vector autoregressive processes
Strachan, Rodney W.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056106
Saved in:
7
Budget balance and trade balance : kin or strangers : a case study of Taiwan
Chang, Hsiao-chuan
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001879135
Saved in:
8
Twentieth century shocks, trends and cycles in industrialized nations
Dijk, Herman K. van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953589
Saved in:
9
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002689081
Saved in:
10
Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
Saved in:
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