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~subject:"Cointegration"
~type_genre:"Working Paper"
~isPartOf:"Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft"
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Search: subject_exact:"VARMA model"
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Codependent VAR models and the pseudo-structural form
Trenkler, Carsten
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Weber, Enzo
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2012
Persistent link: https://www.econbiz.de/10009672338
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Testing for codependence of non-stationary variables
Trenkler, Carsten
;
Weber, Enzo
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2010
Persistent link: https://www.econbiz.de/10008697059
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On the identification of codependent VAR and VEC Models
Trenkler, Carsten
;
Weber, Enzo
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2010
Persistent link: https://www.econbiz.de/10008697061
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Codependence and cointegration
Trenkler, Carsten
;
Weber, Enzo
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2009
Persistent link: https://www.econbiz.de/10003908288
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