Pages that link to "Item:Q516109"
From MaRDI portal
The following pages link to Multivariate modelling of non-stationary economic time series (Q516109):
Displaying 14 items.
- Normalising cointegrating relationships subject to long-run exclusion (Q777694) (← links)
- Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
- Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
- A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts (Q2246617) (← links)
- Separate cointegration in a VAR system subject to structural breaks (Q2419890) (← links)
- Mini-workshop: Semiparametric modelling of multivariate economic time series with changing dynamics. Abstracts from the mini-workshop held January 17th -- January 23rd, 2010. (Q2431466) (← links)
- Forecasting non-stationary economic time series. With a foreword by Katarina Juselius (Q2723584) (← links)
- (Q3368251) (← links)
- (Q4944285) (← links)
- Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression (Q5046817) (← links)
- Modelling Nonlinear Economic Time Series (Q5166601) (← links)
- Testing fractional unit roots with non-linear smooth break approximations using Fourier functions (Q5861195) (← links)
- Bayesian circular lattice filters for computationally efficient estimation of multivariate time-varying autoregressive models (Q6113744) (← links)
- Small sample adjustment for hypotheses testing on cointegrating vectors (Q6581765) (← links)
