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Wage setting, taxes and demand for labour : multivariate analysis of the cointegrating relations
Tyrväinen, Timo - 1992
Persistent link: https://www.econbiz.de/10000136071
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Wage setting, taxes and demand for labour : multivariate analysis of cointegrating relations
Tyrväinen, Timo - In: Empirical economics : a journal of the Institute for … 20 (1995) 2, pp. 271-297
Persistent link: https://www.econbiz.de/10001182506
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Wage setting, taxes, and demand for labor in Greece : a multivariate analysis of cointegrating relationships
Kouretas, Georgios P.; Zarangas, Leonidas P. - In: Journal of policy modeling : JPMOD ; a social science … 22 (2000) 2, pp. 171-195
Persistent link: https://www.econbiz.de/10001469653
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Element-by-element estimation of a volatility matrix : an Italian portfolio simulation
Naccarato, Alessia; Pierini, Andrea - In: Investment management and financial innovations 11 (2014) 3, pp. 34-43
Persistent link: https://www.econbiz.de/10010512185
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Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin; Teräsvirta, Timo - 2013
Persistent link: https://www.econbiz.de/10009751844
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Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
Fasen, Vicky Maria - In: Journal of econometrics 172 (2013) 2, pp. 325-337
Persistent link: https://www.econbiz.de/10009706198
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Specification testing for nonlinear multivariate cointegrating regressions
Dong, Chaohua; Gao, Jiti; Tjostheim, Dag; Yin, Jiying - 2014
Persistent link: https://www.econbiz.de/10010245240
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Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin; Teräsvirta, Timo - In: VAR models in macroeconomics - new developments and …, (pp. 273-326). 2013
Persistent link: https://www.econbiz.de/10010252324
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Estimation of a multivariate cointegrated time series model with conditionally heteroskedastic disturbances
Carstensen, Kai - 1999 - (Rev. version)
Persistent link: https://www.econbiz.de/10001465498
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Model Specification Testing for Nonlinear Multivariate Cointegrating Regressions
Dong, Chaohua - 2016
This paper considers a general model specification test for nonlinear multivariate cointegrating regressions where the regressor consists of a univariate integrated time series and a vector of stationary time series. The regressors and the errors are generated from the same innovations, so that...
Persistent link: https://www.econbiz.de/10013006720