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~person:"Johansen, Søren"
~person:"Zha, Tao"
~subject:"Statistical distribution"
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Search: subject_exact:"Vector autoregressive model"
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Statistical distribution
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44
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vector autoregressive model
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likelihood inference
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cointegration rank
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fractional cointegration
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cointegration
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Johansen, Søren
Zha, Tao
Dionne, Georges
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1
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2011
Persistent link: https://www.econbiz.de/10008810484
Saved in:
2
An extension of cointegration to fractional autoregressive processes
Johansen, Søren
-
2010
Persistent link: https://www.econbiz.de/10008663021
Saved in:
3
Normalization in econometrics
Hamilton, James D.
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002572254
Saved in:
4
Normalization in econometrics
Hamilton, James D.
;
Waggoner, Daniel F.
;
Zha, Tao
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 221-252
Persistent link: https://www.econbiz.de/10003509123
Saved in:
5
Conditional forecasts in dynamic multivariate models
Waggoner, Daniel F.
;
Zha, Tao
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 639-651
Persistent link: https://www.econbiz.de/10001437383
Saved in:
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