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Predictive moments of simultaneous econometric models
Dijk, H. K. van; Kloek, T. - 1976
Persistent link: https://www.econbiz.de/10001565829
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Christopher A. Sims and vector autoregressions
Christiano, Lawrence J. - In: The Scandinavian journal of economics 114 (2012) 4, pp. 1082-1104
Persistent link: https://www.econbiz.de/10009744352
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An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish stock and bond returns
Engsted, Tom; Møller, Stig Vinther - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 213-227
Persistent link: https://www.econbiz.de/10008702348
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A structured VAR under changing monetary policy
Jusélius, Katarina - 1996
Persistent link: https://www.econbiz.de/10000932382
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A structured VAR for Denmark under changing monetary regimes
Jusélius, Katarina - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 4, pp. 400-411
Persistent link: https://www.econbiz.de/10001251805
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Starting values in estimation of cointegrating vectors with restrictions
Lyhagen, Johan; Forsberg, Lars - 1999
Persistent link: https://www.econbiz.de/10000168497
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A structured VAR under changing monetary policy
Jusélius, Katarina - 1996
Persistent link: https://www.econbiz.de/10000569067
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Why is the size of discouraged labour force increasing in India?
Parida, Jajati Keshari; Pattayat, Shiba Shankar; … - In: Economic change & restructuring 56 (2023) 5, pp. 3601-3630
Persistent link: https://www.econbiz.de/10014418022
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A macroeconomic rationing model estimated by cointegration techniques and generalized method of moments
Heinesen, Eskil - In: Economic modelling 12 (1995) 2, pp. 97-110
Persistent link: https://www.econbiz.de/10001180618
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Common trends analysis, long-run relations in the Nordic labour markets
Jusélius, Katarina (ed.) - 1994
Persistent link: https://www.econbiz.de/10000895837