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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
type_genre:"Graue Literatur"
~isPartOf:"SFB 649 discussion paper"
~person:"Yan, Yayi"
~source:"econis"
~subject:"VAR model"
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Yan, Yayi
Athanasopoulos, George
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Lütkepohl, Helmut
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Vahid, Farshid
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Gao, Jiti
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Staszewska-Bystrova, Anna
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Li, Degui
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Working paper / Department of Econometrics and Business Statistics, Monash University
SFB 649 discussion paper
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ECONIS (ZBW)
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Nonparametric estimation and testing for time-varying VAR models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2022
Persistent link: https://www.econbiz.de/10013494327
Saved in:
2
On time-varying VAR models : estimation, testing and impulse response analysis
Yan, Yayi
;
Gao, Jiti
;
Peng, Bin
-
2021
Persistent link: https://www.econbiz.de/10012697193
Saved in:
3
Parameter stability testing for multivariate dynamic time-varying models
Gao, Jiti
;
Peng, Bin
;
Yan, Yayi
-
2021
Persistent link: https://www.econbiz.de/10012668893
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