Search Results - subject:"Vector autoregressive moving average models"

Identifiability and estimation of possibly non-invertible SVARMA models : the normalised canonical WHF parametrisation

Funovits, Bernd - In: Journal of econometrics 241 (2024) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10015075190

European systemic credit risk transmission using Bayesian networks

Ballester, Laura; López, Jesúa; Pavia, José Manuel - In: Research in international business and finance 65 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014432478

The identification problem for linear rational expectations models

Sadoon, Majid M. al-; Zwiernik, Piotr - 2019

Persistent link: https://www.econbiz.de/10012108035

The identification problem for linear rational expectations models

Sadoon, Majid M. al-; Zwiernik, Piotr - 2019

Persistent link: https://www.econbiz.de/10012104109

Choosing between identification schemes in noisy-news models

Chan, Joshua; Eisenstat, Eric; Koop, Gary - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 1, pp. 99-136

Persistent link: https://www.econbiz.de/10013334632

Multivariate time series analysis of traffic congestion measures in urban areas as they relate to socioeconomic indicators

Dadashova, Bahar; Li, Xiao; Turner, Shawn; Koeneman, Pete - In: Socio-economic planning sciences : the international … 75 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012533662

Should Music Labels Pay for Radio Airplay? Investigating the Relationship Between Album Sales and Radio Airplay

Montgomery, Alan L.; Moe, Wendy W. - 2002

Managers in the music industry closely monitor both radio airplay of an album as well as the album's sales. Their interest in radio airplay is due to the belief that airplay can increase an album’s sales. Therefore it is natural for managers to attempt to influence radio airplay so as to...

Persistent link: https://www.econbiz.de/10009441155