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The error term in the history of time series econometrics
Qin, Duo; Gilbert, Christopher L. - In: Econometric theory 17 (2001) 2, pp. 424-450
Persistent link: https://www.econbiz.de/10001568403
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Haavelmo's Probability Approach and the Cointegrated VAR
Juselius, Katarina - 2012
experiment for passive observations based on theory consistent CVAR scenarios illustrated with a monetary model for inflation …
Persistent link: https://www.econbiz.de/10014171464
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Haavelmo's probability approach and the cointegrated VAR
Jusélius, Katarina - In: Econometric theory 31 (2015) 2, pp. 213-232
Persistent link: https://www.econbiz.de/10010532069
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Projecting potential output : methods and problems
Hauptmeier, Sebastian; Heinemann, Friedrich; Kappler, Marcus - 2009
Persistent link: https://www.econbiz.de/10009490458
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Projecting Potential Output : Methods and Problems
Wang, Qingwei - 2009
In spite of the widespread use of the concept of potential output in economic theory and empirical applications as well …
Persistent link: https://www.econbiz.de/10013522987
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Lange Wellen wirtschaftlicher Entwicklung in der Neuzeit : historische Befunde, Erklärungen und Untersuchungsmethoden
Spree, Reinhard - 1991
Persistent link: https://www.econbiz.de/10013378719
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Twenty years of time series econometrics in ten pictures
Stock, James H.; Watson, Mark W. - In: The journal of economic perspectives : EP ; a journal … 31 (2017) 2, pp. 59-86
Persistent link: https://www.econbiz.de/10011741507
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Haavelmo's probability approach and the cointegrated VAR
Jusélius, Katarina - 2012
Persistent link: https://www.econbiz.de/10009521529
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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio - 2004
In this paper we study the zero frequency spectral properties of fractionally cointegrated long memory processes and introduce a new frequency domain principal components estimator of the cointegration space and the factor loading matrix for the long memory factors. We find that for fractionally...
Persistent link: https://www.econbiz.de/10009636544
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Modelling evolutionary long-run relationships : an application to the Italian energy market
Morana, Claudio - 1998
Persistent link: https://www.econbiz.de/10000980969