Similar Search Results

Sources of asymmetry in production factor dynamics

Palm, Franz C.; Pfann, Gerard A. - In: Journal of Econometrics 82 (1998) 2, pp. 361-392

Persistent link: https://www.econbiz.de/10005239009

Editor's introduction: Asymmetries and nonlinearities in dynamic economic models

Burgess, Simon; Escribano, Alvaro; Pfann, Gerard - In: Journal of Econometrics 74 (1996) 1, pp. 1-2

Persistent link: https://www.econbiz.de/10005192301

Linear regression using both temporally aggregated and temporally disaggregated data

Palm, F. C.; Nijman, T. E. - In: Journal of Econometrics 19 (1982) 2-3, pp. 333-343

Persistent link: https://www.econbiz.de/10005122808

Nonlinear interest rate dynamics and implications for the term structure

Pfann, Gerard A.; Schotman, Peter C.; Tschernig, Rolf - In: Journal of Econometrics 74 (1996) 1, pp. 149-176

Persistent link: https://www.econbiz.de/10005192779

Large sample estimation and testing procedures for dynamic equation systems

Palm, Franz; Zellner, Arnold - In: Journal of Econometrics 12 (1980) 3, pp. 251-283

Persistent link: https://www.econbiz.de/10005285714

On univariate time series methods and simultaneous equation econometric models

Palm, Franz - In: Journal of Econometrics 5 (1977) 3, pp. 379-388

Persistent link: https://www.econbiz.de/10005192389

Time series analysis and simultaneous equation econometric models

Zellner, Arnold; Palm, Franz - In: Journal of Econometrics 2 (1974) 1, pp. 17-54

Persistent link: https://www.econbiz.de/10005228562

Large sample estimation and testing procedures for dynamic equation systems

Palm, Franz; Zellner, Arnold - In: Journal of Econometrics 17 (1981) 1, pp. 131-138

Persistent link: https://www.econbiz.de/10005122891

Studying co-movements in large multivariate data prior to multivariate modelling

Cubadda, Gianluca; Hecq, Alain; Palm, Franz C. - In: Journal of Econometrics 148 (2009) 1, pp. 25-35

For non-stationary vector autoregressive models (VAR hereafter, or VAR with moving average, VARMA hereafter), we show that the presence of common cyclical features or cointegration leads to a reduction of the order of the implied univariate autoregressive-integrated-moving average (ARIMA...

Persistent link: https://www.econbiz.de/10005239036

Common cyclical features analysis in VAR models with cointegration

Hecq, Alain; Palm, Franz C.; Urbain, Jean-Pierre - In: Journal of Econometrics 132 (2006) 1, pp. 117-141

Persistent link: https://www.econbiz.de/10005192800