Pages that link to "Item:Q737999"
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The following pages link to Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999):
Displaying 17 items.
- VAR forecasting under misspecification (Q265016) (← links)
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
- Bayesian stochastic search for VAR model restrictions (Q290981) (← links)
- Are spectral estimators useful for long-run restrictions in SVARs? (Q318860) (← links)
- Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence (Q551471) (← links)
- The importance of common cyclical features in VAR analysis: A Monte-Carlo study. (Q1858956) (← links)
- Selection in VAR-models using equal and unequal lag-length procedures (Q1966361) (← links)
- Estimation of structural impulse responses: short-run versus long-run identifying restrictions (Q2316732) (← links)
- Forecasting with a parsimonious subset VAR model (Q2345142) (← links)
- Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH (Q3532696) (← links)
- Lag length and mean break in stationary VAR models (Q4416014) (← links)
- Beating the VAR: Improving Swedish GDP Forecasts Using Error and Intercept Corrections (Q4687548) (← links)
- Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485) (← links)
- AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS (Q5255876) (← links)
- Long run recursive VAR models and QR decompositions. (Q5941469) (← links)
