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On identifying permanent and transitory shocks in VAR models
Yang, Minxian - In: Economics letters 58 (1998) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10001235587
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Closed-form likelihood function of Markov-switching models
Yang, Minxian - In: Economics letters 70 (2001) 3, pp. 319-326
Persistent link: https://www.econbiz.de/10001549898
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Moving average conditional heteroskedastic processes
Yang, Minxian - In: Economics letters 49 (1995) 4, pp. 367-372
Persistent link: https://www.econbiz.de/10001190460
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On cointegration tests for VAR models with drift
Yang, Minxian - In: Economics letters 51 (1996) 1, pp. 45-50
Persistent link: https://www.econbiz.de/10001199684
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Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
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Non-linear least squares estimation under non-linear equality constraints
Lütkepohl, Helmut - In: Economics letters 13 (1983) 2/3, pp. 191-196
Persistent link: https://www.econbiz.de/10002406156
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Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut - In: Economics letters 99 (2008) 3, pp. 512-515
Persistent link: https://www.econbiz.de/10003726235
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A lag augmentation test for the cointegrating rank of a VAR process
Lütkepohl, Helmut; Saikkonen, Pentti - In: Economics letters 63 (1999) 1, pp. 23-27
Persistent link: https://www.econbiz.de/10001398784
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Granger-causality in cointegrated VAR processes : the case of the term structure
Lütkepohl, Helmut - In: Economics letters 40 (1992) 3, pp. 263-268
Persistent link: https://www.econbiz.de/10001140216
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On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lütkepohl, Helmut - In: Economics letters 73 (2001) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001613404