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type_genre:"Bibliography included"
~institution:"European University Institute / Department of Law"
~subject:"Time series analysis"
~type_genre:"Bibliografie enthalten"
~type_genre:"Fallstudie"
~type_genre:"Non-commercial literature"
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Forecasting aggregated time series variables : a survey
Lütkepohl, Helmut
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2009
Persistent link: https://www.econbiz.de/10003867318
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Forecasting levels of log variables in vector autoregressions
Bardsen, Gunnar
;
Lütkepohl, Helmut
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2009
Persistent link: https://www.econbiz.de/10003867341
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3
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003960556
Saved in:
4
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
-
2011
Persistent link: https://www.econbiz.de/10009008157
Saved in:
5
Nonlinear causality testing with stepwise multivariate filtering
Bekiros, Stelios
-
2011
Persistent link: https://www.econbiz.de/10009238617
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