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Search: subject_exact:"Autoregressive DL Model"
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106
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ECONIS (ZBW)
106
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1
Inference for the VEC(1) model with a heavy-tailed linear process errors
Guo, Feifei
;
Ling, Shiqing
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 806-833
Persistent link: https://www.econbiz.de/10014420347
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2
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
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3
Panel cointegrating polynomial regressions : group-mean fully modified OLS estimation and inference
Wagner, Martin
;
Reichold, Karsten
- In:
Econometric reviews
42
(
2023
)
4
,
pp. 358-392
Persistent link: https://www.econbiz.de/10014305520
Saved in:
4
Panel data measures of price discovery
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Econometric reviews
41
(
2022
)
3
,
pp. 269-290
Persistent link: https://www.econbiz.de/10013364880
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5
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
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6
Time-varying cointegration and the Kalman filter
Eroğlu, Burak Alparslan
;
Miller, J. Isaac
;
Yigit, Taner M.
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10013167573
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7
Approximate state space modelling of unobserved fractional components
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Econometric reviews
41
(
2022
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10013167584
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8
Some notes on nonlinear cointegration : a partial review with some novel perspectives
Tjostheim, Dag
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 655-673
Persistent link: https://www.econbiz.de/10012262513
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9
Fiscal deficit episode in Nigeria : what is the percentage of error correction between public revenue and expenditure?
Adebisi, Dauda Gbolagade
;
Oyeleke, Olusola Joel
- In:
Modern economy
11
(
2020
)
2
,
pp. 533-540
Persistent link: https://www.econbiz.de/10012424920
Saved in:
10
Employment-growth nexus within the East African states
Ainomugisha, Peter
;
Turyareeba, Dickson
;
Mbabazize, …
- In:
Modern economy
11
(
2020
)
11
,
pp. 1836-1857
Persistent link: https://www.econbiz.de/10012523462
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