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A moment-matching method for approximating vector autoregressive processes by finite-state Markov chains
Gospodinov, Nikolaj; Lkhagvasuren, Damba - In: Journal of applied econometrics 29 (2014) 5, pp. 843-859
Persistent link: https://www.econbiz.de/10010414842
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What VAR tell us about DSGE models?
Canova, Fabio; Pina, Joaquim P. - In: New trends in macroeconomics : with 38 tables, (pp. 89-123). 2005
Persistent link: https://www.econbiz.de/10003022227
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Forecasting with VARMA models
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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Testing the nominal-to-real transformation
Kongsted, Hans Christian - In: Journal of econometrics 124 (2005) 2, pp. 205-225
Persistent link: https://www.econbiz.de/10002515533
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Topics in dynamic model analysis : advanced matrix methods and unit-root econometrics representation theorems
Faliva, Mario; Zoia, Maria Grazia - 2006
Persistent link: https://www.econbiz.de/10003055663
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Stability results for nonlinear error correction models
Saikkonen, Pentti - In: Journal of econometrics 127 (2005) 1, pp. 69-81
Persistent link: https://www.econbiz.de/10002756922
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Optimal IV estimation of systems with stochastic regressors and VAR distribances with applications to dynamic systems
Mandy, David M.; Martins-Filho, Carlos - In: Econometric reviews 20 (2001) 4, pp. 485-505
Persistent link: https://www.econbiz.de/10001620910
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Does monetary policy generate recessions?
Sims, Christopher A.; Zha, Tao - 1999
Persistent link: https://www.econbiz.de/10001410009
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Stability results for nonlinear vector autoregressions with an application to a nonlinear error correction model
Saikkonen, Pentti - 2001
Persistent link: https://www.econbiz.de/10001652439
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Financial econometrics : methods and models
Wang, Peijie - 2003 - 1. publ.
Persistent link: https://www.econbiz.de/10001591634