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Selection of Optimal Lag Lengt...
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Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
Gutiérrez, Carlos Enrique Carrasco
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003512776
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2
Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features
Gutiérrez, Carlos Enrique Carrasco
;
Souza, Reinaldo Castro
- In:
Brazilian review of econometrics : the review of the …
29
(
2009
)
1
,
pp. 59-78
Persistent link: https://www.econbiz.de/10009627795
Saved in:
3
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions : a Monte-Carlo study
Guillén, Osmani Teixeira de Carvalho
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002751565
Saved in:
4
Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions : a Monte-Carlo study
Guillén, Osmani Teixeira de Carvalho
;
Issler, João Victor
-
2005
Persistent link: https://www.econbiz.de/10003042610
Saved in:
5
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2010
Persistent link: https://www.econbiz.de/10003964296
Saved in:
6
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2010
Persistent link: https://www.econbiz.de/10003964300
Saved in:
7
Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho
;
Hecq, Alain W. J.
; …
-
2013
Persistent link: https://www.econbiz.de/10010342792
Saved in:
8
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2010
Persistent link: https://www.econbiz.de/10008808886
Saved in:
9
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 116-129
Persistent link: https://www.econbiz.de/10009270397
Saved in:
10
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2009
Persistent link: https://www.econbiz.de/10003810687
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