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~institution:"European University Institute / Department of Law"
~subject:"Kointegration"
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Estimation methods comparison of SVAR model with the mixture of two normal distributions : Monte Carlo analysis
Maciejowska, Katarzyna
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2010
Persistent link: https://www.econbiz.de/10003985568
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Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
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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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