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Estimation of simultaneous equation models with stochastic trend components
Streibel, Mariane - In: Journal of economic dynamics & control 17 (1993) 1, pp. 263-287
Persistent link: https://www.econbiz.de/10001136218
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Effects of the Hodrick-Prescott filter on trend and difference stationary time series : implications for business cycle research
Cogley, Timothy - In: Journal of economic dynamics & control 19 (1995) 1, pp. 253-278
Persistent link: https://www.econbiz.de/10001172947
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Improved estimates of the parameters of state space time series models
Havenner, Arthur - In: Journal of economic dynamics & control 20 (1996) 5, pp. 767-789
Persistent link: https://www.econbiz.de/10001198046
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Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Lütkepohl, Helmut; Schlaak, Thore - In: Journal of economic dynamics & control 101 (2019), pp. 41-61
Persistent link: https://www.econbiz.de/10012131020
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Testing for identification in SVAR-GARCH models
Lütkepohl, Helmut; Milunovich, George - In: Journal of economic dynamics & control 73 (2016), pp. 241-258
Persistent link: https://www.econbiz.de/10011709107
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Derivation of the unconditional state-covariance matrix for exact maximum-likelihood estimation of ARMA models
Mittnik, Stefan - In: Journal of economic dynamics & control 15 (1991) 4, pp. 731-740
Persistent link: https://www.econbiz.de/10001111238
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Numerical issues in threshold autoregressive modeling of time series
Coakley, Jerry; Fuertes, Ana María; Pérez, María-Teresa - In: Journal of economic dynamics & control 27 (2003) 11/12, pp. 2219-2242
Persistent link: https://www.econbiz.de/10001768920
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Estimating and testing rational expectations models when the trend specification is uncertain
Cogley, Timothy - In: Journal of economic dynamics & control 25 (2001) 10, pp. 1485-1525
Persistent link: https://www.econbiz.de/10001603784
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Heterogeneity in stock prices : a STAR model with multivariate transition function
Lof, Matthijs - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1845-1854
Persistent link: https://www.econbiz.de/10009701922
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Are spectral estimators useful for long-run restrictions in SVARs?
Mertens, Elmar - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1831-1844
Persistent link: https://www.econbiz.de/10009701923