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Nonlinear impulse response functions
Potter, Simon M. - 1999
Persistent link: https://www.econbiz.de/10001398292
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Are apparent findings of nonlinearity due to structural instability in economic time series?
Koop, Gary; Potter, Simon M. - 1999
Persistent link: https://www.econbiz.de/10001398335
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Euro area-wide and country modelling at the start of EMU
Henry, Jérôme - In: Economic & financial modelling : a journal of the … 6 (1999) 3, pp. 103-148
Persistent link: https://www.econbiz.de/10001446852
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Linear versus nonlinear macroeconomies : a statistical test
Ashley, Richard A. - In: International economic review 30 (1989) 3, pp. 685-704
Persistent link: https://www.econbiz.de/10001068609
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Seasonal adjustment using structural time series models : an application and a comparison with the census X-11 method
Butter, Frank A. G. den - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 4, pp. 385-394
Persistent link: https://www.econbiz.de/10001096546
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Structural approaches to vector autoregressions
Keating, John William - In: Review / Federal Reserve Bank of St. Louis 74 (1992) 5, pp. 37-57
Persistent link: https://www.econbiz.de/10001135957
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Estimation of simultaneous equation models with stochastic trend components
Streibel, Mariane - In: Journal of economic dynamics & control 17 (1993) 1, pp. 263-287
Persistent link: https://www.econbiz.de/10001136218
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A generalized method of moments approach to estimating a "structural vector autoregression"
Hartley, Peter Reginald - In: Journal of macroeconomics 14 (1992) 2, pp. 199-232
Persistent link: https://www.econbiz.de/10001121073