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~person:"Caporin, Massimiliano"
~person:"Kapetanios, George"
~person:"Schmid, Wolfgang"
~subject:"VAR-Modell"
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Search: subject:"Multivariate"
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VAR-Modell
Multivariate Analyse
47
Multivariate analysis
42
Theorie
27
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26
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17
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17
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16
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15
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14
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13
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12
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12
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9
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Statistische Qualitätskontrolle
9
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9
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8
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8
VAR model
8
multivariate stochastic volatility
8
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block structures
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curse of dimensionality
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Caporin, Massimiliano
Kapetanios, George
Schmid, Wolfgang
Marcellino, Massimiliano
10
Carriero, Andrea
8
Hecq, Alain W. J.
7
Pesaran, Bahram
7
Cubadda, Gianluca
6
Engsted, Tom
6
Haldrup, Niels
6
McAleer, Michael
6
Siliverstovs, Boriss
6
Asai, Manabu
5
Guillén, Osmani Teixeira de Carvalho
5
Issler, João Victor
5
Pesaran, M. Hashem
5
Candelon, Bertrand
4
Corsello, Francesco
4
Hartwig, Benny
4
Koop, Gary
4
Peng, Bin
4
Saraiva, Diogo
4
Karmakar, Madhusudan
3
Korobilis, Dimitris
3
Lütkepohl, Helmut
3
Matthes, Christian
3
Mehmandosti, Elaheh Asadi
3
Pesaran, Mohammad Hashem
3
Pettenuzzo, Davide
3
Wang, Mu-Chun
3
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2
Amir Ahmadi, Pooyan
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Athanasopoulos, George
2
Barbaglia, Luca
2
Bhattacharyya, Surajit
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2
Blazsek, Szabolcs
2
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ECONIS (ZBW)
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1
Inference for Impulse Response Coefficients from
Multivariate
Fractionally Integrated Processes
Baillie, Richard
-
2014
This paper considers a
multivariate
system of fractionally integrated time series and investigates the most appropriate …
Persistent link: https://www.econbiz.de/10013053179
Saved in:
2
Structural analysis with
Multivariate
Autoregressive Index models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 332-348
Persistent link: https://www.econbiz.de/10011704654
Saved in:
3
Structural analysis with
multivariate
autoregressive index models
Carreiro, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2015
Persistent link: https://www.econbiz.de/10011391928
Saved in:
4
Forecasting large datasets with Bayesian reduced rank
multivariate
models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2009
Persistent link: https://www.econbiz.de/10003897081
Saved in:
5
A UK financial conditions index using targeted data reduction : forecasting and structural identification
Kapetanios, George
;
Price, Simon
;
Young, Garry
-
2017
Persistent link: https://www.econbiz.de/10011747023
Saved in:
6
A UK financial conditions index using targeted data reduction : forecasting and structural identification
Kapetanios, George
;
Price, Simon
;
Young, Garry
-
2017
Persistent link: https://www.econbiz.de/10011913011
Saved in:
7
Forecasting large datasets with Bayesian reduced rank
multivariate
models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
- In:
Journal of applied econometrics
26
(
2011
)
5
,
pp. 735-761
Persistent link: https://www.econbiz.de/10009408921
Saved in:
8
Forecasting large datasets with Bayesian reduced rank
multivariate
models
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2009
Persistent link: https://www.econbiz.de/10003887159
Saved in:
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