Search Results - subject:"Autoregressive Process"

Permanent and transitory shocks, and the UK business cycle

Ravn, Morten O. - 1996

Persistent link: https://www.econbiz.de/10000591167

Germany before and after unification : a structural VAR analysis

Weber, Axel A. - 1996 - Rev

Persistent link: https://www.econbiz.de/10000591836

Granger causality and weak exogeneity in bivariate and trivariate vars

Caporale, Guglielmo Maria; Pittis, Nikitas - 1996

Persistent link: https://www.econbiz.de/10000593180

A structured VAR under changing monetary policy

Jusélius, Katarina - 1996

Persistent link: https://www.econbiz.de/10000569067

Impulse response analysis in nonlinear multivariate models

Koop, Gary; Pesaran, M. Hashem; Potter, Simon M. - In: Journal of econometrics 74 (1996) 1, pp. 119-147

Persistent link: https://www.econbiz.de/10001755367

Une modélisation VAR de l'enquête mensuelle de conjoncture de l'INSEE dans l'industrie

Reynaud, Marie; Scherrer, Sylvie - 1996

Persistent link: https://www.econbiz.de/10000610443

Identification, vector autoregression, and block recursion

Zha, Tao - 1996

Persistent link: https://www.econbiz.de/10000958008

Do measures of monetary policy in a VAR make sense?

Rudebusch, Glenn D. - 1996

Persistent link: https://www.econbiz.de/10013453014

Testing Parameter Constancy in Linear Models against Stochastic Stationary Parameters

Lin, Chien-Fu; Teräsvirta, Timo - Economics Institute for Research (SIR), … - 1995

parameters follow a stationary vector autoregressive process of known finite order. This kind of a linear model is only …

Persistent link: https://www.econbiz.de/10005649244

Discrete Mittag-Leffler distributions

Pillai, R. N.; Jayakumar, K. - In: Statistics & Probability Letters 23 (1995) 3, pp. 271-274

A new class of discrete distributions, namely discrete Mittag-Leffler distributions is introduced and its properties are studied. The discrete Mittag-Leffler distributions are the discrete analogue of Mittag-Leffler distributions and are generalizations of the geometric distribution. First-order...

Persistent link: https://www.econbiz.de/10005254161