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~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~subject:"Schätztheorie"
~subject:"Unit root test"
~type_genre:"Non-commercial literature"
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Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012627501
Saved in:
2
Are fiscal multipliers estimated with proxy-SVARs robust?
Angelini, Giovanni
;
Caggiano, Giovanni
;
Castelnuovo, Efrem
-
2020
Persistent link: https://www.econbiz.de/10012533283
Saved in:
3
Will the real eigensystem VAR please stand up? : a univariate primer
Krippner, Leo
-
2019
Persistent link: https://www.econbiz.de/10012223627
Saved in:
4
Variational Bayesian inference in large Vector Autoregressions with hierarchical shrinkage
Gefang, Deborah
;
Koop, Gary
;
Poon, Aubrey
-
2019
Persistent link: https://www.econbiz.de/10012223665
Saved in:
5
Implications of partial information for econometric modeling of macroeconomic systems
Pagan, Adrian R.
;
Robinson, Tim
-
2019
Persistent link: https://www.econbiz.de/10012223978
Saved in:
6
An automated prior robustness analysis in Bayesian model comparison
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2019
Persistent link: https://www.econbiz.de/10012223998
Saved in:
7
How sensitive are VAR forecasts to prior hyperparameters? : an automated sensitivity analysis
Chan, Joshua
;
Jacobi, Liana
;
Zhu, Dan
-
2018
Persistent link: https://www.econbiz.de/10012202254
Saved in:
8
Reducing dimensions in a large TVP-VAR
Chan, Joshua
;
Eisenstat, Eric
;
Strachan, Rodney W.
-
2018
Persistent link: https://www.econbiz.de/10012203786
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9
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
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10
Structural VARs, deterministic and stochastic trends : does detrending matter?
Varang Wiriyawit
;
Wong, Benjamin
-
2014
Persistent link: https://www.econbiz.de/10011341994
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