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isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
type_genre:"Non-commercial literature"
~isPartOf:"EUI working paper / ECO"
~subject:"Cointegration"
~subject:"Deutschland"
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Search: subject_exact:"Estimation theory"
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Cointegration
Deutschland
Estimation theory
72
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25
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Brüggemann, Ralf
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Dijk, Herman K. van
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Kleibergen, Frank
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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CREATES research paper
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Estimation methods comparison of SVAR model with the mixture of two normal distributions : Monte Carlo analysis
Maciejowska, Katarzyna
-
2010
Persistent link: https://www.econbiz.de/10003985568
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2
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
3
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren
-
2001
Persistent link: https://www.econbiz.de/10001582517
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4
Multilateral versus bilateral testing for long run purchasing power parity : a cointegration analysis for the Greek drachma
Sideris, Dimitrios
-
1997
Persistent link: https://www.econbiz.de/10000974132
Saved in:
5
A cointegration study of aggregate imports using likelihood based testing principles
Kleibergen, Frank
;
Urbain, Jean-Pierre
;
Dijk, Herman K. van
-
1994
Persistent link: https://www.econbiz.de/10000903476
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