Narrow search
Showing 1 - 10 of 76
Cover Image
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
Cover Image
Structural vector autoregressions with nonnormal residuals
Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2005
Persistent link: https://www.econbiz.de/10003291432
Cover Image
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut (contributor) - 2005
Persistent link: https://www.econbiz.de/10003243519
Cover Image
Forecasting with VARMA models
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
Cover Image
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002689081
Cover Image
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
Cover Image
Does the purchasing power parity hold within the US?
Pedersen, Michael (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725630
Cover Image
Explaining the effects of government spending shocks on consumption and the real exchange rate
Ravn, Morten O. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003559378
Cover Image
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Cover Image
Testing the joint hypothesis of rationality and neutrality under seasonal cointegration : the case of Korea
Ermini, Luigi - 1994
Persistent link: https://www.econbiz.de/10013420254