Generalized impulse response analysis in linear multivariate models
Year of publication: |
1998
|
---|---|
Authors: | Pesaran, M. Hashem |
Other Persons: | Shin, Yongcheol (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 58.1998, 1, p. 17-29
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Time series analysis of export demand equations : a cross-country analysis
Senhadji-Semlali, Abdel, (1999)
-
Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric, (1995)
- More ...
-
Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem, (2000)
-
Testing for the existence of a long-run relationship
Pesaran, M. Hashem, (1996)
-
Bounds testing approaches to the analysis of long-run relationships
Pesaran, M. Hashem, (1999)
- More ...