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Dynamic analyses using VAR model with mixed frequency data through observable representation
Kim, Yun-Yeong - In: The Korean economic review 32 (2016) 1, pp. 41-75
Persistent link: https://www.econbiz.de/10011649329
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Three essays on model selection in time series econometrics : model averaging, causal graphs, and structural identification
Aka, Niels Mariano - 2021
Persistent link: https://www.econbiz.de/10013175078
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Vector autoregression and causality
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828076
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The spurious effect of unit roots on exogeneity tests in vector autoregressions : an analytical study
Toda, Hiro Y.; Phillips, Peter C. B. - 1991
Persistent link: https://www.econbiz.de/10000828077
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Inference in vector autoregression with integrated time series
Warne, Anders - 1991
Persistent link: https://www.econbiz.de/10000813953
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Inference in cointegrated models using VAR prewhitening to estimate shortrun dynamics
Park, Joon Y.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000814457
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Recent developments in modelling nonstationary vector autoregressions
Mills, Terence C. - 1996
Persistent link: https://www.econbiz.de/10000949552
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The limiting distribution of the cointegration : test statistic in VAR(n) models
Dhrymes, Phoebus J. - 1995
Persistent link: https://www.econbiz.de/10000937568
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Modelos de series de tiempo para el pronóstico de precios de minerales
Araníbar del Alcázar, Jaime - In: Análisis económico 14 (1996), pp. 29-76
Persistent link: https://www.econbiz.de/10001231308
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The vector autoregression (VAR) approach to econometric modelling
1997
Persistent link: https://www.econbiz.de/10001361276