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accessRights:"free"
type_genre:"Working Paper"
~person:"Athanasopoulos, George"
~subject:"Theory"
~subject:"VAR model"
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Estimation theory
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Athanasopoulos, George
Lütkepohl, Helmut
30
Pesaran, M. Hashem
20
Winker, Peter
18
Härdle, Wolfgang
17
Heckman, James J.
16
Kilian, Lutz
16
Swanson, Norman R.
16
Staszewska-Bystrova, Anna
14
Phillips, Peter C. B.
13
Kapetanios, George
11
Inoue, Atsushi
10
Dette, Holger
9
Imbens, Guido
9
Koop, Gary
9
Abberger, Klaus
8
Chernozhukov, Victor
8
Feng, Yuanhua
8
Lugosi, Gábor
8
Nesheim, Lars
8
Sentana, Enrique
8
Andrews, Donald W. K.
7
Diebold, Francis X.
7
Reiß, Markus
7
Beran, Jan
6
Brandt, Michael W.
6
Bruns, Martin
6
Cai, Zongwu
6
Croux, Christophe
6
Dufour, Jean-Marie
6
Fernández-Val, Iván
6
Newey, Whitney K.
6
Sun, Yixiao
6
Vahid, Farshid
6
Vella, Francis
6
Wright, Jonathan H.
6
Yun, Myeong-Su
6
Čížek, Pavel
6
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Chao, John C.
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Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
Bayesian rank selection in multivariate regression
Jiang, Bin
;
Panagiotelis, Anastasios
;
Athanasopoulos, George
-
2016
Persistent link: https://www.econbiz.de/10011781655
Saved in:
2
Macroeconomic forecasting for Australia using a large number of predictors
Jiang, Bin
;
Athanasopoulos, George
;
Hyndman, Rob J.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781960
Saved in:
3
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
4
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2010
Persistent link: https://www.econbiz.de/10003964300
Saved in:
5
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2009
Persistent link: https://www.econbiz.de/10003810687
Saved in:
6
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2009
Persistent link: https://www.econbiz.de/10003822297
Saved in:
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