Pages that link to "Item:Q1844144"

The following pages link to Time series analysis and simultaneous equation econometric models (Q1844144):

Displaying 50 items.

• General-to-specific or specific-to-general modelling? An opinion on current econometric terminology (Q278257) (← links)
• Making a match: combining theory and evidence in policy-oriented macroeconomic modeling (Q278274) (← links)
• Studying co-movements in large multivariate data prior to multivariate modelling (Q301956) (← links)
• Aggregation and marginalization of GARCH processes: some further results (Q478343) (← links)
• A new look at the relationship between time-series and structural econometric models (Q585637) (← links)
• Consistent estimation of equations with composite moving average disturbance terms (Q594525) (← links)
• Cointegration in a historical perspective (Q736567) (← links)
• A characterization of vector autoregressive processes with common cyclical features (Q737947) (← links)
• Linear transformations of vector ARMA processes (Q760742) (← links)
• On the specification and estimation of large scale simultaneous structural macroeconometric models (Q862776) (← links)
• Using subspace algorithm cointegration analysis: simulation performance and application to the term structure (Q961388) (← links)
• Identification of vector AR models with recursive structural errors using conditional independence graphs (Q998881) (← links)
• Predictions from ARMAX models (Q1135077) (← links)
• Large sample estimation and testing procedures for dynamic equation systems (Q1135604) (← links)
• Large sample estimation and testing procedures for dynamic equation systems. (Rejoinder) (Q1159436) (← links)
• Forecasting in dynamic models with stochastic regressors (Q1222496) (← links)
• On univariate time series methods and simultaneous equation econometric models (Q1236861) (← links)
• On the structure of moving average processes (Q1238200) (← links)
• Estimation of a dynamic demand function for gasoline with different schemes of parameter variation (Q1249411) (← links)
• Determining the final form of a linear dynamic econometric model (Q1251445) (← links)
• Testing the exogeneity specification in the complete dynamic simultaneous equation model (Q1256287) (← links)
• Hypothesis testing based on goodness-of-fit in the moving average time series model (Q1258155) (← links)
• The analysis of seasonal economic models (Q1259396) (← links)
• Block recursion and structural vector autoregressions (Q1298471) (← links)
• Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions (Q1314479) (← links)
• Encompassing univariate models in multivariate time series. A case study (Q1318971) (← links)
• Forecasting regional income inequality in China (Q1577761) (← links)
• Cointegration analysis with state space models (Q1633206) (← links)
• On the univariate representation of BEKK models with common factors (Q1695673) (← links)
• Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
• \(I(0)\) in, integration and cointegration out: Time series properties of endogenous growth models (Q1808552) (← links)
• Structural econometric modeling and time series analysis (Q1822192) (← links)
• Marginalization and contemporaneous aggregation in multivariate GARCH processes (Q1915440) (← links)
• The misspecification of dynamic regression models (Q1918127) (← links)
• Macro-panels and reality (Q1934813) (← links)
• A comparison between VAR processes jointly modeling GDP and unemployment rate in France and Germany (Q2082463) (← links)
• Liquidity and volatility in the U.S. Treasury market (Q2190220) (← links)
• Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea (Q2565045) (← links)
• Intertemporal consumer behaviour under structural changes in income (Q3350623) (← links)
• State space modeling of multiple time series (Q3359622) (← links)
• Measuring the Advantages of Multivariate vs. Univariate Forecasts (Q3505336) (← links)
• The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (Q3557577) (← links)
• FIML estimation of dynamic econometric systems from inconsistent data (Q3675389) (← links)
• MARGINALS OF MULTIVARIATE FIRST-ORDER AUTOREGRESSIVE TIME SERIES MODELS (Q3810745) (← links)
• Computation of the theoretical autocovariance function for a vector arma process (Q3889971) (← links)
• NECESSARY AND SUFFICIENT CONDITIONS FOR CAUSALITY TESTING IN MULTIVARIATE ARMA MODELS (Q3947021) (← links)
• Identifying, estimating and testing restricted cointegrated systems: An overview (Q4665352) (← links)
• ESTIMATION OF THE MULTIVARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING (Q4855270) (← links)
• Analyzing the Relationship Among Aging Society, Investment in Artificial Intelligence and Economic Growth (Q5015955) (← links)
• Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions (Q5057240) (← links)