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subject:"VAR model"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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VAR model
Cointegration
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Lütkepohl, Helmut
2
Cai, Biqing
1
Carlini, Federico
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Demiroğlu, Ufuk
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Gao, Jiti
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Garratt, Anthony
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Kilian, Lutz
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Koop, Gary
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Lanne, Markku
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Saikkonen, Pentti
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion papers / Department of Economics, University of Copenhagen
30
Journal of econometrics
30
Applied economics
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Economic modelling
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International Journal of Energy Economics and Policy : IJEEP
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CREATES research paper
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Economics letters
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Discussion papers of interdisciplinary research project 373
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EUI working paper / ECO
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Econometrics : open access journal
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Queen's Economics Department working paper
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Journal of international money and finance
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The econometrics journal
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Theoretical and applied economics : GAER review
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CESifo working papers
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Journal of forecasting
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Cogent economics & finance
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Discussion paper / Tinbergen Institute
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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International journal of economics and financial issues : IJEFI
7
International journal of forecasting
7
Journal of economic dynamics & control
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Macroeconomic dynamics
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Oxford bulletin of economics and statistics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Univ. of Copenhagen Dept. of Economics Discussion Paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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On the identification of fractionally cointegrated VAR models with the F(d) condition
Carlini, Federico
;
Santucci de Magistris, Paolo
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 134-146
Persistent link: https://www.econbiz.de/10012176555
Saved in:
2
A new class of bivariate threshold cointegration models
Cai, Biqing
;
Gao, Jiti
;
Tjostheim, Dag
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 288-305
Persistent link: https://www.econbiz.de/10011704196
Saved in:
3
Long-run identification in a fractionally integrated system
Tschernig, Rolf
;
Weber, Enzo
;
Weigand, Roland
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 438-450
Persistent link: https://www.econbiz.de/10010337858
Saved in:
4
Structural vector autoregressions with nonnormal residuals
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
1
,
pp. 159-168
Persistent link: https://www.econbiz.de/10003992825
Saved in:
5
Real-time prediction with UK monetary aggregates in the presence of model uncertainty
Garratt, Anthony
;
Koop, Gary
;
Mise, Emi
;
Vahey, Shaun P.
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
4
,
pp. 480-491
Persistent link: https://www.econbiz.de/10003913414
Saved in:
6
Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10001521533
Saved in:
7
Residual-based tests for normality in autoregressions : asymptotic theory and simulation evidence
Kilian, Lutz
;
Demiroğlu, Ufuk
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
1
,
pp. 40-50
Persistent link: https://www.econbiz.de/10001441595
Saved in:
8
Testing for a valid normalization of cointegrating vectors in vector autoregressive processes
Luukkonen, Ritva
;
Ripatti, Antti
;
Saikkonen, Penti
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
2
,
pp. 195-204
Persistent link: https://www.econbiz.de/10001410679
Saved in:
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