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~isPartOf:"Discussion papers in economics and econometrics"
~isPartOf:"Economics discussion papers"
~subject:"Cointegration"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"VARMA model"
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Partial cointegrated vector autoregressive modelswith structural breaks in deterministic terms
Kurita, Takamitsu
;
Nielsen, Bent
-
2018
Persistent link: https://www.econbiz.de/10012492530
Saved in:
2
Accelerated estimation of switching algorithms : the cointegrated VAR model and other applications
Doornik, Jurgen A.
-
2017
Persistent link: https://www.econbiz.de/10011882272
Saved in:
3
Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom
;
Nielsen, Bent
-
2010
Persistent link: https://www.econbiz.de/10008659876
Saved in:
4
Test for cointegration rank in general vector autoregressions
Nielsen, Bent
-
2009
Persistent link: https://www.econbiz.de/10003881805
Saved in:
5
Short-run parameter changes in a cointegrated vector autoregressive model
Kurita, Takamitsu
(
contributor
);
Nielsen, Bent
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002639912
Saved in:
6
Analysis of co-explosive processes
Nielsen, Bent
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002844948
Saved in:
7
A Markov-switching vector equilibrium correction model of the UK labour market
Krolzig, Hans-Martin
;
Marcellino, Massimiliano
;
Mizon, …
-
2001
Persistent link: https://www.econbiz.de/10001554389
Saved in:
8
Modelling economies in transition : an introduction
Hall, Stephen G.
;
Mizon, Grayham E.
;
Welfe, Aleksander
-
1999
Persistent link: https://www.econbiz.de/10001476514
Saved in:
9
Threshold effects in multivariate error correction models
Pitarakis, Jean-Yves
-
2005
Persistent link: https://www.econbiz.de/10002578618
Saved in:
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