Narrow search
Showing 1 - 10 of 749
Cover Image
Structural vector autoregressive analysis for cointegrated variables
Lütkepohl, Helmut (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002689081
Cover Image
Recent advances in cointegration analysis
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002002282
Cover Image
Forecasting with VARMA models
Lütkepohl, Helmut (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
Cover Image
Econometric analysis with vector autoregressive models
Lütkepohl, Helmut (contributor) - 2007
Persistent link: https://www.econbiz.de/10003483073
Cover Image
Comparison of model reduction: methods for VAR processes
Brüggemann, Ralf (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725637
Cover Image
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Cover Image
Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
Cover Image
Residual autocorrelation testing for vector error correction models
Brüggermann, Ralf (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001934577
Cover Image
Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe
Brüggemann, Ralf (contributor);  … - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002974410
Cover Image
A small monetary system for the euro area based on German data
Brüggemann, Ralf (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233737