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A robust Bayesian approach for unit root testing
Conigliani, Caterina; Spezzaferri, Fulvio - In: Econometric theory 23 (2007) 3, pp. 440-463
Persistent link: https://www.econbiz.de/10003541250
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Infinite-order cointegrated vector autoregressive processes
Saikkonen, Pentti - In: Econometric theory 12 (1996) 5, pp. 814-844
Persistent link: https://www.econbiz.de/10001214299
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A representation theory for a class of vector autoregressive models for fractional processes
Johansen, Søren - In: Econometric theory 24 (2008) 3, pp. 651-676
Persistent link: https://www.econbiz.de/10003894279
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A representation theory for polynomial cofractionality in vector autoregressive models
Franchi, Massimo - In: Econometric theory 26 (2010) 4, pp. 1201-1217
Persistent link: https://www.econbiz.de/10003993834
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Noncausal vector autoregression
Lanne, Markku; Saikkonen, Pentti - In: Econometric theory 29 (2013) 3, pp. 447-481
Persistent link: https://www.econbiz.de/10009778526
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Present value relations, Granger noncausality, and VAR stability
Fanelli, Luca - In: Econometric theory 23 (2007) 6, pp. 1254-1260
Persistent link: https://www.econbiz.de/10003591895
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Haavelmo's probability approach and the cointegrated VAR
Jusélius, Katarina - In: Econometric theory 31 (2015) 2, pp. 213-232
Persistent link: https://www.econbiz.de/10010532069
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Higher order moemnts of Markov switching varma models
Cavicchioli, Maddalena - In: Econometric theory 33 (2017) 6, pp. 1502-1515
Persistent link: https://www.econbiz.de/10011810429
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Multistep prediction of panel vector autoregressice processes
Greenaway-McGrevy, Ryan - In: Econometric theory 29 (2013) 4, pp. 699-734
Persistent link: https://www.econbiz.de/10010210167
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Optimal multistep VAR forecast averaging
Liao, Jen-Che; Tsay, Wen-jen - In: Econometric theory 36 (2020) 6, pp. 1099-1126
Persistent link: https://www.econbiz.de/10012404091