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subject:"Großbritannien"
subject:"Wechselkurs"
~isPartOf:"DAE working paper"
~subject:"VAR model"
~type_genre:"Arbeitspapier"
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Großbritannien
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VAR model
Estimation theory
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1962-1993
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Pesaran, M. Hashem
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Garratt, Anthony
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael
;
Hsaio, Cheng
;
Pesaran, M. Hashem
-
2000
Persistent link: https://www.econbiz.de/10001492665
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2
Forecast uncertainties in macroeconometric modelling : an application to the UK economy
Garratt, Anthony
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001492671
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3
A structural cointegration VAR approach to macroeconometric modelling
Garratt, Anthony
(
contributor
)
-
1998
Persistent link: https://www.econbiz.de/10001350669
Saved in:
4
Structural analysis of vector error correction models with exogenous I(1) variables
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Richard J.
-
1997
Persistent link: https://www.econbiz.de/10000629002
Saved in:
5
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem
;
Shin, Yongcheol
-
1993
Persistent link: https://www.econbiz.de/10000142724
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