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Three essays on model selection in time series econometrics : model averaging, causal graphs, and structural identification
Aka, Niels Mariano - 2021
Persistent link: https://www.econbiz.de/10013175078
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Kointegration von Aktienkursen
Krämer, Walter - 1997
Persistent link: https://www.econbiz.de/10000656610
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Fractional cointegrating regression in the presence of linear time trends
Hassler, Uwe; Marmol, Francesc - 1998
Persistent link: https://www.econbiz.de/10000658212
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Stock markets, current account dynamics, and exchange rate determination
Mercereau, Benoît - 2002
Persistent link: https://www.econbiz.de/10003780033
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Noncausal vector autoregression
Lanne, Markku; Saikkonen, Pentti - 2009
Persistent link: https://www.econbiz.de/10003867806
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Granger causality and path diagrams for multivariate time series
Eichler, Michael - In: Journal of econometrics 137 (2007) 2, pp. 334-353
Persistent link: https://www.econbiz.de/10003441751
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On Granger-causality and the effect of interventions in time series
Eichler, Michael; Didelez, Vanessa - 2009
Persistent link: https://www.econbiz.de/10003934782
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Present value relations, Granger noncausality, and VAR stability
Fanelli, Luca - In: Econometric theory 23 (2007) 6, pp. 1254-1260
Persistent link: https://www.econbiz.de/10003591895
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A test for the export-led growth hypothesis in possible integrated vector autoregressions
Huang, Tai-hsin; Wang, Mei-hui - In: Applied economics letters 14 (2007) 13/15, pp. 999-1003
Persistent link: https://www.econbiz.de/10003606724
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Nonparametric tests for conditional independence
Su, Liangjun - 2004
Persistent link: https://www.econbiz.de/10003387631