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~person:"Athanasopoulos, George"
~person:"Mignon, Valérie"
~subject:"Maximum likelihood estimation"
~subject:"VAR model"
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Athanasopoulos, George
Mignon, Valérie
Bao, Yong
4
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4
Lieberman, Offer
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Lütkepohl, Helmut
4
Saikkonen, Pentti
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1
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
2
Canadian monetary policy analysis using a structural VARMA model
Raghavan, Mala
;
Athanasopoulos, George
;
Silvapulle, …
-
2014
Persistent link: https://www.econbiz.de/10010409867
Saved in:
3
Canadian monetary policy analysis using a structural VARMA model
Raghavan, Mala
;
Athanasopoulos, George
;
Silvapulle, …
- In:
The Canadian journal of economics
49
(
2016
)
1
,
pp. 347-373
Persistent link: https://www.econbiz.de/10011597465
Saved in:
4
A complete VARMA modelling methodology based on scalar components
Athanasopoulos, George
;
Vahid, Farshid
-
2006
Persistent link: https://www.econbiz.de/10003301178
Saved in:
5
VARMA versus VAR for macroeconomic forecasting
Athanasopoulos, George
;
Vahid, Farshid
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 237-252
Persistent link: https://www.econbiz.de/10003675729
Saved in:
6
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
- In:
Economics bulletin : EB
(
2004
)
Persistent link: https://www.econbiz.de/10003072868
Saved in:
7
The exact maximum likelihood estimation of ARFIMA processes and model selection criteria : a Monte Carlo study
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760400
Saved in:
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