Narrow search
Showing 1 - 10 of 22,426
Cover Image
New directions in econometric practice : general to specific modelling, cointegration and vector autoregression
Charemza, Wojciech; Deadman, Derek F. - 1997 - 2. ed.
Persistent link: https://www.econbiz.de/10000613833
Cover Image
An autoregressive distributed lag modelling approach to cointegration analysis
Pesaran, M. Hashem; Shin, Yongcheol - 1995
Persistent link: https://www.econbiz.de/10000151780
Cover Image
The purchasing power parity hypothesis in Turkey : evidence from nonlinear STAR error correction models
Ozdemir, Zeynel Abidin - In: Applied economics letters 15 (2008) 4/6, pp. 307-311
Persistent link: https://www.econbiz.de/10003727271
Cover Image
Bayesian near-boundary analysis in basic macroeconomic time series models
Pooter, Michiel de; Ravazzolo, Francesco; Segers, Rene; … - 2008
Persistent link: https://www.econbiz.de/10003754318
Cover Image
The real exchange rate-real interest rate relation : evidence from tests for symmetric and asymmetric threshold cointegration
Sollis, Robert; Wohar, Mark E. - In: International journal of finance & economics : IJFE 11 (2006) 2, pp. 139-153
Persistent link: https://www.econbiz.de/10003322582
Cover Image
The Autoregressive Conditional Root (ACR) model
Bec, Frédérique; Rahbek, Anders; Shephard, Neil G. - 2005
Persistent link: https://www.econbiz.de/10003281526
Cover Image
Estimation of higher-order spatial autoregressive panel data error component models
Badinger, Harald; Egger, Peter - 2009
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S). We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM)...
Persistent link: https://www.econbiz.de/10003808637
Cover Image
Common periodic correlation features and the interaction of stocks and flows in daily airport data
Haldrup, Niels; Hylleberg, Svend; Pons Rotger, Gabriel; … - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 1, pp. 21-32
Persistent link: https://www.econbiz.de/10003410137
Cover Image
Codependence in cointegrated autoregressive models
Schleicher, Christoph - In: Journal of applied econometrics 22 (2007) 1, pp. 137-159
Persistent link: https://www.econbiz.de/10003448515
Cover Image
Residual autocorrelation testing for vector error correction models
Brüggemann, Ralf; Lütkepohl, Helmut; Saikkonen, Pentti - In: Journal of econometrics 134 (2006) 2, pp. 579-604
Persistent link: https://www.econbiz.de/10003374345