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~institution:"European University Institute / Department of Law"
~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~subject:"Cointegration"
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
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2011
Persistent link: https://www.econbiz.de/10009008157
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Adapting the Litterman prior for cointegrated VARs
Markun, Michal
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2011
Persistent link: https://www.econbiz.de/10009238622
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Fractional cointegration and term structure of interest rates
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724127
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4
The exact maximum likelihood-based test for fractional cointegration : critical values, power and size /Emmanuel Dubois; Sandrine Lardic; Valérie Mignon
Dubois, Emmanuel
(
contributor
);
Lardic, Sandrine
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001906795
Saved in:
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