Narrow search
Showing 1 - 7 of 7
Cover Image
Near unit roots, cointegration, and the term structure of interest rates
Lanne, Markku - In: Journal of applied econometrics 15 (2000) 5, pp. 513-529
Persistent link: https://www.econbiz.de/10001533584
Cover Image
Nonlinear dynamics of interest rate and inflation
Lanne, Markku - In: Journal of applied econometrics 21 (2006) 8, pp. 1157-1168
Persistent link: https://www.econbiz.de/10003406261
Cover Image
Nonlinear dynamics of interest rate and inflation
Lanne, Markku - In: Journal of applied econometrics 21 (2006) 8, pp. 1157-1168
Persistent link: https://www.econbiz.de/10007395423
Cover Image
BAYESIAN MODEL SELECTION AND FORECASTING IN NONCAUSAL AUTOREGRESSIVE MODELS
Lanne, Markku; Luoma, Arto; Luoto, Jani - In: Journal of applied econometrics 27 (2012) 5, pp. 812-831
Persistent link: https://www.econbiz.de/10009994124
Cover Image
Bayesian model selection and forecasting in noncausal autoregressive models
Lanne, Markku; Luoma, Arto; Luoto, Jani - In: Journal of applied econometrics 27 (2012) 5, pp. 812-830
Persistent link: https://www.econbiz.de/10010219731
Cover Image
Noncausal Bayesian vector autoregression
Lanne, Markku; Luoto, Jani - In: Journal of applied econometrics 31 (2016) 7, pp. 1392-1406
Persistent link: https://www.econbiz.de/10011687545
Cover Image
Statistically identified structural VAR model with potentially skewed and fat-tailed errors
Anttonen, Jetro; Lanne, Markku; Luoto, Jani - In: Journal of applied econometrics 39 (2024) 3, pp. 422-437
Persistent link: https://www.econbiz.de/10014517491