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~institution:"University of Southampton / Department of Economics"
~subject:"Time series analysis"
~subject:"VAR model"
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Hall, Stephen G.
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University of Southampton / Department of Economics
National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
45
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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ECONIS (ZBW)
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Modelling a change of classification in economic time series data
Moauro, Filippo
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1997
Persistent link: https://www.econbiz.de/10000650599
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Long run recursive VAR models and QR decompositions
Hoffmann, Mathias
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2000
Persistent link: https://www.econbiz.de/10001504012
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3
The exact power envelope of tests for a unit root
Podivinsky, Jan M.
;
King, Maxwell L.
-
2000
Persistent link: https://www.econbiz.de/10001533271
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4
Relative price skewness and inflation : a structural VAR framework
Rátfai, Attila
-
2000
Persistent link: https://www.econbiz.de/10001536009
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5
Modelling economies in transition : an introduction
Hall, Stephen G.
;
Mizon, Grayham E.
;
Welfe, Aleksander
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1999
Persistent link: https://www.econbiz.de/10001476514
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