Monografie
Stability Results for Nonlinear Vector Autoregressions with an Application to a Nonlinear Error Correction Model
- Language
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Englisch
- Identifier
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1206805641
Subject
Mathematik; Vektor-autoregressives Modell; Stochastischer Prozess; Kointegration
Contributor
- DOI
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10.18452/3661
- URN
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
26.01.2023, 1:55 PM CET
Object type
- Monografie
Associated
Other Objects (12)
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Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
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Pseudo maximum likelihood estimation of cointegrated multiple frequency I(1) VARMA processes using the state space framework
Orthogonale und verallgemeinerte Impuls-Antwort-Funktionen in Vektor-Fehlerkorrekturmodellen
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Monetary policy in emerging economies : applications using DSGE and VAR methods
Global Liquidity and Commodity Prices - A Cointegrated VAR Approach for OECD Countries
Impulse response matching estimators for DSGE models
Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
Maximum Eigenvalue Versus Trace Tests for the Cointegrating Rank of a VAR Process
On the Small Sample Properties of Weak ExogeneityTests in Cointegrated VAR models
Vector Autoregressions
Vector Autoregressive Analysis
Four Essays on Markov-Switching DSGE and Markov-Switching VAR Models
Pseudo maximum likelihood estimation of cointegrated multiple frequency I(1) VARMA processes using the state space framework
Orthogonale und verallgemeinerte Impuls-Antwort-Funktionen in Vektor-Fehlerkorrekturmodellen
Multivariate Analyse instationärer Zeitreihen : Integration und Kointegration in Theorie und Simulation
Monetary policy in emerging economies : applications using DSGE and VAR methods
Global Liquidity and Commodity Prices - A Cointegrated VAR Approach for OECD Countries