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Bayesian tests for co-integration in the case of structural breaks : an application to the analysis of wage moderation in France
Lubrano, Michel - In: Recherches économiques de Louvain 61 (1995) 4, pp. 479-507
Persistent link: https://www.econbiz.de/10001195268
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Identification restrictions and posterior densities in cointegrated Gaussian VAR systems
Bauwens, Luc - 1996
Persistent link: https://www.econbiz.de/10001334780
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Temporal disaggregation, missing observations, outliers, and forecasting : a unifying non-model-based procedure
Marcellino, Massimiliano - 1998
Persistent link: https://www.econbiz.de/10001362828
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Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling
Jeljazkov, Ivan G. (ed.); Tobias, Justin L. (ed.) - 2019
Persistent link: https://www.econbiz.de/10012163554