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Frequentist evaluation of small DSGE models
Bårdsen, Gunnar; Fanelli, Luca - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 307-322
Persistent link: https://www.econbiz.de/10011390065
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Estimating multi-equational LQAC models with I(1) variables : a VAR approach
Fanelli, Luca - 1997
Persistent link: https://www.econbiz.de/10000963919
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Dynamic modelling and the demand for narrow money in Norway
Bårdsen, Gunnar - 1990
Persistent link: https://www.econbiz.de/10000797352
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Dynamic modelling and the demand for narrow money in Norway
Bårdsen, Gunnar - 1990
Persistent link: https://www.econbiz.de/10000797370
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Collinearity: measures and parameterizations
Bårdsen, Gunnar - 1991
Persistent link: https://www.econbiz.de/10000814991
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Dynamic modeling of the demand for narrow money in Norway
Bårdsen, Gunnar - In: Journal of policy modeling : JPMOD ; a social science … 14 (1992) 3, pp. 363-393
Persistent link: https://www.econbiz.de/10001125793
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Estimation of long run coefficients in error correction models
Bårdsen, Gunnar - In: Oxford bulletin of economics and statistics 51 (1989) 3, pp. 345-350
Persistent link: https://www.econbiz.de/10001068928
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Linearizations and equilibrium correction models
Bårdsen, Gunnar (contributor); Hurn, Stan (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 4
Persistent link: https://www.econbiz.de/10002652268
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Forecasting levels of log variables in vector autoregressions
Bårdsen, Gunnar; Lütkepohl, Helmut - In: International journal of forecasting 27 (2011) 4, pp. 1108-1115
Persistent link: https://www.econbiz.de/10009316847
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On the estimation of long run coefficients in error correction models
Bårdsen, Gunnar - 1988
Persistent link: https://www.econbiz.de/10011861532