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BVARTEC - Bayesian vector auto-regressions with time varying error-covariances
Uhlig, Harald - 1992 - Rev
Persistent link: https://www.econbiz.de/10000844109
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What macroeconomists should know about unit roots as well : the Bayesian perspective
Uhlig, Harald - 1992 - Rev
Persistent link: https://www.econbiz.de/10000844117
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Understanding unit rooters : a helicopter tour
Sims, Christopher A.; Uhlig, Harald - 1988
Persistent link: https://www.econbiz.de/10000761654
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Reasonable extreme bounds analysis
Granger, C. W. J.; Uhlig, Harald - 1988
Persistent link: https://www.econbiz.de/10000763658
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Bayesian vector autoregressions with stochastic volatility
Uhlig, Harald - 1996
Persistent link: https://www.econbiz.de/10000932649
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Bayesian vector autoregressions with stochastic volatility
Uhlig, Harald - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 1, pp. 59-73
Persistent link: https://www.econbiz.de/10001217067
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Understanding unit rooters : a helicopter tour
Sims, Christopher A. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 6, pp. 1591-1599
Persistent link: https://www.econbiz.de/10001115937
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Reasonable extreme-bounds analysis
Granger, C. W. J. - In: Journal of econometrics 44 (1990) 1
Persistent link: https://www.econbiz.de/10001274638
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On adjusting the HP-filter for the frequency of observations
Ravn, Morten O.; Uhlig, Harald - 1997
Persistent link: https://www.econbiz.de/10000962183
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On adjustment the Hodrick-Prescott filter for frequency observations
Ravn, Morten O.; Uhlig, Harald - In: The review of economics and statistics 84 (2002) 2, pp. 371-376
Persistent link: https://www.econbiz.de/10001692263