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  • Search: subject:"pseudo-structural form"
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Year of publication
Subject
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Codependence 5 VAR 5 cointegration 4 pseudo-structural form 4 serial correlation common features 4 Cointegration 1 Correlation 1 Estimation theory 1 Kointegration 1 Korrelation 1 Pseudo-structural form 1 Schätztheorie 1 Serial correlation common features 1 VAR model 1 VAR-Modell 1
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Online availability
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Free 4 Undetermined 1
Type of publication
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Book / Working Paper 4 Article 1
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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Undetermined 3 English 2
Author
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Trenkler, Carsten 5 Weber, Enzo 5
Institution
All
Abteilung für Volkswirtschaftslehre, Universität Mannheim 1 Wirtschaftswissenschaftliche Fakultät, Universität Regensburg 1
Published in...
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AStA Advances in Statistical Analysis 1 University of Regensburg Working Papers in Business, Economics and Management Information Systems 1 Working Paper Series 1 Working Papers / Abteilung für Volkswirtschaftslehre, Universität Mannheim 1 Working paper series 1
Source
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RePEc 3 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 5 of 5
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Codependent VAR Models and the Pseudo-Structural Form
Trenkler, Carsten; Weber, Enzo - 2012
-called pseudo-structural form used in the literature. Codependence of order q is given if a linear combination of autocorrelated …
Persistent link: https://www.econbiz.de/10011441812
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Cover Image
Codependent VAR Models and the Pseudo-Structural Form
Trenkler, Carsten; Weber, Enzo - Abteilung für Volkswirtschaftslehre, Universität Mannheim - 2012
-called pseudo-structural form used in the literature. Codependence of order q is given if a linear combination of autocorrelated …
Persistent link: https://www.econbiz.de/10010904014
Saved in:
Cover Image
Codependent VAR Models and the Pseudo-Structural Form
Trenkler, Carsten; Weber, Enzo - Wirtschaftswissenschaftliche Fakultät, Universität … - 2012
-called pseudo-structural form used in the literature. Codependence of order q is given if a linear combination of autocorrelated … testing are only possible if the codependence restrictions can be uniquely imposed. Applying the pseudo-structural form, our …
Persistent link: https://www.econbiz.de/10010552054
Saved in:
Cover Image
Codependent VAR models and the pseudo-structural form
Trenkler, Carsten; Weber, Enzo - 2012
-called pseudo-structural form used in the literature. Codependence of order q is given if a linear combination of autocorrelated …
Persistent link: https://www.econbiz.de/10011489949
Saved in:
Cover Image
Codependent VAR models and the pseudo-structural form
Trenkler, Carsten; Weber, Enzo - In: AStA Advances in Statistical Analysis 97 (2013) 3, pp. 287-295
-called pseudo-structural form used in the literature. Codependence of order q is given if a linear combination of autocorrelated … testing are only possible if the codependence restrictions can be uniquely imposed. Applying the pseudo-structural form, our …
Persistent link: https://www.econbiz.de/10010681340
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