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~isPartOf:"Economics letters"
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1
Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
Lee, Taewook
- In:
Economics letters
147
(
2016
),
pp. 59-62
Persistent link: https://www.econbiz.de/10011619440
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2
Modelling uncertainty : a recursive VAR bootstrapping approach
Peng, Amy
;
Yang, Ling
- In:
Economics letters
99
(
2008
)
3
,
pp. 478-481
Persistent link: https://www.econbiz.de/10003726217
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3
Are US output expectations unbiased? A cointegrated VAR analysis in real time
Papaikonomou, Dimitrios
;
Pires, Jacinta
- In:
Economics letters
92
(
2006
)
3
,
pp. 440-446
Persistent link: https://www.econbiz.de/10003373593
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On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand
;
Lütkepohl, Helmut
- In:
Economics letters
73
(
2001
)
2
,
pp. 155-160
Persistent link: https://www.econbiz.de/10001613404
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5
How accurate are confidence intervals for impulse responses in large VAR models?
Kilian, Lutz
;
Chang, Pao-li
- In:
Economics letters
69
(
2000
)
3
,
pp. 299-307
Persistent link: https://www.econbiz.de/10001525599
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6
Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
Meyer-Gohde, Alexander
;
Neuhoff, Daniel
- In:
Economics letters
133
(
2015
),
pp. 89-91
Persistent link: https://www.econbiz.de/10011432004
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7
Generalized impulse response analysis in a fractionally integrated vector autoregressive model
Do, Hung Xuan
;
Brooks, Robert Darren
;
Sirimon Treepongkaruna
- In:
Economics letters
118
(
2013
)
3
,
pp. 462-465
Persistent link: https://www.econbiz.de/10009729131
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8
Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena
- In:
Economics letters
121
(
2013
)
2
,
pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
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9
Mixed-frequency VAR models with Markov-switching dynamics
Camacho, Maximo
- In:
Economics letters
121
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010391214
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10
Nowcasting causality in mixed frequency vector autoregressive models
Götz, Thomas B.
;
Hecq, Alain W. J.
- In:
Economics letters
122
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010393951
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