Similar Search Results - EconBiz

Estimating the Kronecker indices of cointegrated echelon form VARMA models

Bartel, Holger; Lütkepohl, Helmut - 1997

Cointegrated VARMA models can be parameterized by using the echelon form, which is characterized by the Kronecker indices. Three different methods for estimating the Kronecker indices of cointegrated echelon form VARMA models are discussed and compared. They have the common feature of estimating...

Persistent link: https://www.econbiz.de/10010310758

Estimating the Kronecker indices of cointegrated echelon-form VARMA models

Bartel, Holger; Lütkepohl, Helmut - In: The econometrics journal 1 (1998) 1, pp. 76-99

Persistent link: https://www.econbiz.de/10001443679

Estimating the Kronecker Indices of Cointegrated Echelon-Form Varma Models

Bartel, Holger; Lütkepohl, Helmut - 1999

VARMA models can be parameterized by using the echelon form, which is characterized by the Kronecker indices. Three different methods for estimating the Kronecker indices of echelon-form VARMA models are discussed and compared. The three methods are expected to work even for non-stationary...

Persistent link: https://www.econbiz.de/10014197188

Estimating the Kronecker indices of cointegrated echelon form VARMA models

Bartel, Holger; Lütkepohl, Helmut - 1997

Cointegrated VARMA models can be parameterized by using the echelon form, which is characterized by the Kronecker indices. Three different methods for estimating the Kronecker indices of cointegrated echelon form VARMA models are discussed and compared. They have the common feature of estimating...

Persistent link: https://www.econbiz.de/10009630541

Specifying and analyzing multiple time series models

Bartel, Holger - 1999 - Als Ms. gedr.

Persistent link: https://www.econbiz.de/10001460719

Managing the growth of chains : an empirical study of the management and organization of fast growing food service chains

Bartel, Holger - 1996

Persistent link: https://www.econbiz.de/10000952971

Managing the growth of chains : an empirical study of the management and organization of fast growing food service chains

Bartel, Holger - 1996

Persistent link: https://www.econbiz.de/10000603987

Forecasting Aggregated Time Series Variables : A Survey

Lütkepohl, Helmut - 2010

Persistent link: https://www.econbiz.de/10009595561

New introduction to multiple time series analysis : with 36 tables

Lütkepohl, Helmut - 2007 - 1. ed., corr. 2. print.

Persistent link: https://www.econbiz.de/10004885116

Introduction to multiple time series analysis

Lütkepohl, Helmut - 1991

Persistent link: https://www.econbiz.de/10004107521

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