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Search: subject:"Adjustment coefficients"
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adjustment coefficients
8
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Вісник Киiвського нацiонального унiверситету iм. Тараса Шевченка. Серiя: Економiка Bulletin of Taras Shevchenko National University of Kyiv. Economics.
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1
Adjustment
coefficients
and exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
-
2021
Persistent link: https://www.econbiz.de/10012620761
Saved in:
2
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:
3
Cointegration and adjustment in the CVAR(É) representation of some partially observed CVAR(1) models
Johansen, Søren
- In:
Econometrics
7
(
2019
)
1
,
pp. 1-10
order CVAR representation of the observations. Cointegration and
adjustment
coefficients
in the infinite order CVAR are …
Persistent link: https://www.econbiz.de/10012696218
Saved in:
4
Cointegration and adjustment in the CVAR(∞) representation of some partially observed CVAR(1) models
Johansen, Søren
- In:
Econometrics : open access journal
7
(
2019
)
1/2
,
pp. 1-10
order CVAR representation of the observations. Cointegration and
adjustment
coefficients
in the infinite order CVAR are …
Persistent link: https://www.econbiz.de/10012025719
Saved in:
5
A recursive Monte Carlo study of structural-break sensitivity of
adjustment
coefficients
in cointegrated VAR systems
Kurita, Takamitsu
- In:
Journal of quantitative economics
17
(
2019
)
2
,
pp. 251-270
Persistent link: https://www.econbiz.de/10012418663
Saved in:
6
Times Series: Cointegration
Johansen, Søren
-
Økonomisk Institut, Københavns Universitet
-
2014
adjustment
coefficients
. A discussion of the asymptotic distribution results that are used for inference. The results are …
Persistent link: https://www.econbiz.de/10010940436
Saved in:
7
Times Series: Cointegration
Johansen, Søren
-
School of Economics and Management, University of Aarhus
-
2014
adjustment
coefficients
. A discussion of the asymptotic distribution results that are used for inference. The results are …
Persistent link: https://www.econbiz.de/10010940882
Saved in:
8
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions
Boswijk, H. Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
; …
-
2013
the
adjustment
coefficients
in vector autoregressions driven by both conditional and unconditional heteroskedasticity of a …-integrating vectors and
adjustment
coefficients
. …
Persistent link: https://www.econbiz.de/10010328330
Saved in:
9
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
-
2013
the
adjustment
coefficients
in vector autoregressions driven by both conditional and unconditional heteroskedasticity of a …-integrating vectors and
adjustment
coefficients
. …
Persistent link: https://www.econbiz.de/10010225789
Saved in:
10
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions
Boswijk, H. Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
; …
-
Tinbergen Instituut
-
2013
the
adjustment
coefficients
in vector autoregressions driven by both conditional and unconditional heteroskedasticity of a …-integrating vectors and
adjustment
coefficients
. …
Persistent link: https://www.econbiz.de/10011256108
Saved in:
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