Similar Search Results - EconBiz

Large vector auto regressions

Song, Song; Bickel, Peter J. - 2011

One popular approach for nonstructural economic and financial forecasting is to include a large number of economic and financial variables, which has been shown to lead to significant improvements for forecasting, for example, by the dynamic factor models. A challenging issue is to determine...

Persistent link: https://www.econbiz.de/10010281503

The spurious effect of unit roots on exogeneity tests in vector autoregressions : an analytical study

Toda, Hiro Y.; Phillips, Peter C. B. - 1991

Persistent link: https://www.econbiz.de/10000828077

Forecasting the Swedish unemployment rate : VAR vs. tranfer function modelling

Edlund, Per-Olov; Karlsson, Sune - 1992

Persistent link: https://www.econbiz.de/10000835356

Forecasting exchange rate for the Australian dollar vis-a-vis US dollar : time series vs structural models

Hoque, Asraul; Latif, Abdul - 1992

Persistent link: https://www.econbiz.de/10000836573

Inference in vector autoregression with integrated time series

Warne, Anders - 1991

Persistent link: https://www.econbiz.de/10000813953

Inference in cointegrated models using VAR prewhitening to estimate shortrun dynamics

Park, Joon Y.; Ōgaki, Masao - 1991

Persistent link: https://www.econbiz.de/10000814457

Comparison of forecasting performance of exchange rate models : single equation versus VAR systems

Taskin, Fatma - 1995

Persistent link: https://www.econbiz.de/10000549322

Encompassing univariate models in multivariate time series : a case study

Maravall, Agustín; Mathis, Alexandre - 1992

Persistent link: https://www.econbiz.de/10000142896

Gibbs sampling in VAR models with tightness priors

Polasek, Wolfgang - 1994

Persistent link: https://www.econbiz.de/10000147691

Inference in vector autoregressions with integrated time series ; 1

Warne, Anders - 1991

Persistent link: https://www.econbiz.de/10000110473

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