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Year of publication
Subject
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VAR model 11 VAR-Modell 11 Theorie 4 Theory 4 Bayes-Statistik 3 Bayesian inference 3 Cointegration 3 Forecasting model 3 Kointegration 3 Monte Carlo simulation 3 Monte-Carlo-Simulation 3 Prognoseverfahren 3 Dynamic equilibrium 2 Dynamisches Gleichgewicht 2 Estimation theory 2 Markov chain 2 Markov-Kette 2 Multivariate Analyse 2 Multivariate analysis 2 Nichtlineare Regression 2 Nonlinear regression 2 Schätztheorie 2 1985-2010 1 Deutschland 1 Econometrics 1 Einheitswurzeltest 1 Emerging economies 1 Estimation 1 Financial crisis 1 Finanzkrise 1 Frühindikator 1 Germany 1 Heteroscedasticity 1 Heteroskedastizität 1 Industrial production 1 Industrieproduktion 1 Leading indicator 1 Maximum likelihood estimation 1 Maximum-Likelihood-Schätzung 1 Mixed Data Sampling (MIDAS) 1
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Type of publication
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Article 11
Type of publication (narrower categories)
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Aufsatz im Buch 11 Book section 11
Language
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English 11
Author
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Candelon, Bertrand 1 Canova, Fabio 1 Ciccarelli, Matteo 1 Clark, Todd E. 1 Dumitrescu, Elena-Ivona 1 Foroni, Claudia 1 Ghysels, Eric 1 Giacomini, Raffaella 1 Gospodinov, Nikolaj 1 Götz, Thomas B. 1 Gürkaynak, Refet S. 1 Hecq, Alain W. J. 1 Herrera, Ana María 1 Hubrich, Kirstin 1 Hurlin, Christophe 1 Jeljazkov, Ivan G. 1 Kısacıkoğlu, Burçin 1 Lütkepohl, Helmut 1 Marcellino, Massimiliano 1 McCracken, Michael W. 1 Palm, Franz C. 1 Pesavento, Elena 1 Rossi, Barbara 1 Teräsvirta, Timo 1 Urbain, Jean-Pierre 1
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims 11
Source
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ECONIS (ZBW) 11
Showing 1 - 10 of 11
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Multivariate dynamic probit models : an application to financial crises mutation
Candelon, Bertrand; Dumitrescu, Elena-Ivona; Hurlin, … - In: VAR models in macroeconomics - new developments and …, (pp. 395-427). 2013
Persistent link: https://www.econbiz.de/10010252316
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Testing for common cycles in non-stationary VARS with varied frequency data
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - In: VAR models in macroeconomics - new developments and …, (pp. 361-393). 2013
Persistent link: https://www.econbiz.de/10010252319
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Nonparametric vector autoregressions : specification, estimation, and inference
Jeljazkov, Ivan G. - In: VAR models in macroeconomics - new developments and …, (pp. 327-359). 2013
Persistent link: https://www.econbiz.de/10010252322
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Thresholds and smooth transitions in vector autoregressive models
Hubrich, Kirstin; Teräsvirta, Timo - In: VAR models in macroeconomics - new developments and …, (pp. 273-326). 2013
Persistent link: https://www.econbiz.de/10010252324
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Mixed-frequency vector autoregressive models
Foroni, Claudia; Ghysels, Eric; Marcellino, Massimiliano - In: VAR models in macroeconomics - new developments and …, (pp. 247-271). 2013
Persistent link: https://www.econbiz.de/10010252328
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Panel vector autoregressive models : a survey
Canova, Fabio; Ciccarelli, Matteo - In: VAR models in macroeconomics - new developments and …, (pp. 205-246). 2013
Persistent link: https://www.econbiz.de/10010252331
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Identifying structural vector autoregressions via changes in volatility
Lütkepohl, Helmut - In: VAR models in macroeconomics - new developments and …, (pp. 169-203). 2013
Persistent link: https://www.econbiz.de/10010252334
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Evaluating the accuracy of forecasts from vector autoregressions
Clark, Todd E.; McCracken, Michael W. - In: VAR models in macroeconomics - new developments and …, (pp. 117-168). 2013
Persistent link: https://www.econbiz.de/10010252336
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Unit roots, cointegration, and pretesting in VAR models
Gospodinov, Nikolaj; Herrera, Ana María; Pesavento, Elena - In: VAR models in macroeconomics - new developments and …, (pp. 81-115). 2013
Persistent link: https://www.econbiz.de/10010252338
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Do DSGE models forecast more accurately out-of-sample than VAR models?
Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Rossi, … - In: VAR models in macroeconomics - new developments and …, (pp. 27-79). 2013
Persistent link: https://www.econbiz.de/10010252344
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