Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Bibliographic citation
-
Economics Discussion Papers / Institut für Weltwirtschaft ; 2008-21
- Classification
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Wirtschaft
- Event
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Veröffentlichung
- (where)
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Kiel
- (who)
-
Kiel Institute for the World Economy (IfW)
- (when)
-
2008
- Creator
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Møller, Niels Framroze
- Handle
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10419/17993
- URN
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urn:nbn:de:101:1-201703035180
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:56 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Møller, Niels Framroze
- Kiel Institute for the World Economy (IfW)
Time of origin
- 2008
Other Objects (12)
Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
Structural changes in the cointegrated vector autoregressive model
Likelihood inference for a fractionally cointegrated vector autoregressive model
The cointegrated vector autoregressive model with general deterministic terms
Partial cointegrated vector autoregressive models with structural breaks in deterministic terms
Cointegration between trends and their estimators in state space models and cointegrated vector autoregressive models
Stationary threshold vector autoregressive models
Cointegrated vector autoregressive processes with continuous structural changes
Temporal aggregation in first order cointegrated vector autoregressive
More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms
Model Selection Methods for Panel Vector Autoregressive Models
Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
Structural changes in the cointegrated vector autoregressive model
Likelihood inference for a fractionally cointegrated vector autoregressive model
The cointegrated vector autoregressive model with general deterministic terms
Partial cointegrated vector autoregressive models with structural breaks in deterministic terms
Cointegration between trends and their estimators in state space models and cointegrated vector autoregressive models
Stationary threshold vector autoregressive models
Cointegrated vector autoregressive processes with continuous structural changes
Temporal aggregation in first order cointegrated vector autoregressive
More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms
Model Selection Methods for Panel Vector Autoregressive Models
Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
Bridging Economic Theory Models and the Cointegrated Vector Autoregressive Model
Structural changes in the cointegrated vector autoregressive model
Likelihood inference for a fractionally cointegrated vector autoregressive model
The cointegrated vector autoregressive model with general deterministic terms
Partial cointegrated vector autoregressive models with structural breaks in deterministic terms
Cointegration between trends and their estimators in state space models and cointegrated vector autoregressive models
Stationary threshold vector autoregressive models
Cointegrated vector autoregressive processes with continuous structural changes
Temporal aggregation in first order cointegrated vector autoregressive
More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms