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Noncausal Bayesian vector autoregression
Lanne, Markku; Luoto, Jani - In: Journal of applied econometrics 31 (2016) 7, pp. 1392-1406
Persistent link: https://www.econbiz.de/10011687545
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Granger causality and regime inference in Markov switching VAR models with Bayesian methods
Droumaguet, Matthieu; Warne, Anders; Woźniak, Tomasz - In: Journal of applied econometrics 32 (2017) 4, pp. 802-818
Persistent link: https://www.econbiz.de/10011862238
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Mixed signals among tests for cointegration
Gregory, Allan W.; Haug, Alfred Albert; Lomuto, Nicoletta - In: Journal of applied econometrics 19 (2004) 1, pp. 89-98
Persistent link: https://www.econbiz.de/10001924682
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Permanent vs transitory components and economic fundamentals
Garratt, Anthony; Robertson, Donald; Wright, Stephen - In: Journal of applied econometrics 21 (2006) 4, pp. 521-542
Persistent link: https://www.econbiz.de/10003338662
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Regression discontinuity design with multivalued treatments
Caetano, Carolina; Caetano, Gregorio; Escanciano, Juan … - In: Journal of applied econometrics 38 (2023) 6, pp. 840-856
Persistent link: https://www.econbiz.de/10014432196
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Covariate distribution balance via propensity scores
Sant'Anna, Pedro H. C.; Song, Xiaojun; Xu, Qi - In: Journal of applied econometrics 37 (2022) 6, pp. 1093-1120
Persistent link: https://www.econbiz.de/10013464658
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Forecasting with global vector autoregressive models : a Bayesian approach
Crespo Cuaresma, Jesús; Feldkircher, Martin; Huber, Florian - In: Journal of applied econometrics 31 (2016) 7, pp. 1371-1391
Persistent link: https://www.econbiz.de/10011687530
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Structural FECM : cointegration in large‐scale structural FAVAR models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - In: Journal of applied econometrics 32 (2017) 6, pp. 1069-1086
Persistent link: https://www.econbiz.de/10011862314
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Real exchange rate persistence and the excess return puzzle : the case of Switzerland versus the US
Jusélius, Katarina; Assenmacher-Wesche, Katrin - In: Journal of applied econometrics 32 (2017) 6, pp. 1145-1155
Persistent link: https://www.econbiz.de/10011862570
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Numerical distribution functions of likelihood ratio tests for cointegration
MacKinnon, James G.; Haug, Alfred Albert; Michelis, Leo - In: Journal of applied econometrics 14 (1999) 5, pp. 563-577
Persistent link: https://www.econbiz.de/10001421501