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Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003778315
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VARMA versus VAR for macroeconomic forecasting
Athanasopoulos, George; Vahid, Farshid - In: Journal of business & economic statistics : JBES ; a … 26 (2008) 2, pp. 237-252
Persistent link: https://www.econbiz.de/10003675729
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A complete VARMA modelling methodology based on scalar components
Athanasopoulos, George; Vahid, Farshid - 2006
Persistent link: https://www.econbiz.de/10003301178
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VAR(MA), what is it good for? : More bad news for reduced-form estimation and inference
Yao, Wenying; Kam, Timothy; Vahid, Farshid - 2014
Persistent link: https://www.econbiz.de/10010520887
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Forecasting with EC-VARMA models
Athanasopoulos, George; Poskitt, Donald Stephen; Vahid, … - 2014
Persistent link: https://www.econbiz.de/10010409854
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Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George; Poskitt, Donald Stephen; Vahid, … - In: Econometric reviews 31 (2012) 1/3, pp. 60-83
Persistent link: https://www.econbiz.de/10009515972
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Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George; Poskitt, Donald Stephen; Vahid, … - In: Journal of applied econometrics 31 (2016) 6, pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
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Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George; Poskitt, Donald Stephen; Vahid, … - 2014
Persistent link: https://www.econbiz.de/10011780861
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On weak identification in structural VARMA models
Yao, Wenying; Kam, Timothy; Vahid, Farshid - In: Economics letters 156 (2017), pp. 1-6
Persistent link: https://www.econbiz.de/10011822327