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Estimation of dynamic panel spatial vector autoregression : stability and spatial multivariate cointegration
Yang, Kai; Lee, Lung-fei - In: Journal of econometrics 221 (2021) 2, pp. 337-367
Persistent link: https://www.econbiz.de/10012618869
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Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.; Teräsvirta, Timo - In: Journal of econometrics 214 (2020) 1, pp. 198-215
Persistent link: https://www.econbiz.de/10012438318
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Econometric modelling of climate systems : the equivalence of energy balance models and cointegrated vector autoregressions
Pretis, Felix - In: Journal of econometrics 214 (2020) 1, pp. 256-273
Persistent link: https://www.econbiz.de/10012438323
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Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 192 (2016) 2, pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
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Vector autoregressive moving average identification for macroeconomic modeling : a new methodology
Poskitt, Donald Stephen - In: Journal of econometrics 192 (2016) 2, pp. 468-484
Persistent link: https://www.econbiz.de/10011704730
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Inference on one-way effect and evidence in Japanese macroeconomic data
Yao, Feng; Hosoya, Yuzo - In: Journal of econometrics 98 (2000) 2, pp. 225-255
Persistent link: https://www.econbiz.de/10001497780
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Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of econometrics 97 (2000) 2, pp. 293-343
Persistent link: https://www.econbiz.de/10001496593
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Trend stationarity in the I(2) cointegration model
Rahbek, Anders; Kongsted, Hans Christian; Jørgensen, … - In: Journal of econometrics 90 (1999) 2, pp. 265-289
Persistent link: https://www.econbiz.de/10001382131
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Inference on impulse response functions in structural VAR models
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 177 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10010189887
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A quasi-Bayesian local likelihood approach to time varying parameter VAR models
Petrova, Katerina - In: Journal of econometrics 212 (2019) 1, pp. 286-306
Persistent link: https://www.econbiz.de/10012303932