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~institution:"National Institute of Economic and Social Research"
~subject:"Monetary policy"
~subject:"Theorie"
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Tests of rank in reduced rank regression models
Camba-Méndez, Gonzalo
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1999
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558140
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A bootstrap test of cointegration rank
Kapetanios, George
(
contributor
); …
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1999
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001558142
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Model selection uncertainty and dynamics models
Kapetanios, George
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contributor
)
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560097
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Incorporating lag order selection uncertainty in parameter inference for AR models
Kapetanios, George
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contributor
)
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560106
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5
Cointegrating VAR models with endogenous I (0) variables : theoretical extensions and an application to UK monetary policy
Kapetanios, George
(
contributor
); …
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2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560122
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6
The importance of long run structure for impulse response analysis in VAR models
Mitchell, James
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560131
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