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Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
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Structural vector autoregressions with nonnormal residuals
Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2005
Persistent link: https://www.econbiz.de/10003291432
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Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut (contributor) - 2005
Persistent link: https://www.econbiz.de/10003243519
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Forecasting with VARMA models
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002689081
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Testing for the cointegration rank of a VAR process with level shift and trend break
Trenkler, Carsten (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397947
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Does the purchasing power parity hold within the US?
Pedersen, Michael (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725630
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Modeling expectations with noncausal autoregressions
Lanne, Markku (contributor); Saikkonen, Pentti (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724325
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Acquisition of information and share prices : an empirical investitigation of cognitive dissonance
Argentesi, Elena (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003397955
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Identifying monetary policy shocks via changes in volatility
Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2006
Persistent link: https://www.econbiz.de/10003338299