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- 2011-04-06 Paper Spectra of bivariate \(\mathrm{VAR}(p)\) models 2007-01-09 Paper Extreme Spectra of Var Models and Orders of Near‐Cointegration 2006-05-24...10 bytes (18 words) - 03:23, 13 December 2023
- regressors in VAR models 2000-05-14 Paper Weak exogeneity in \(I(2)\) VAR systems 1999-11-25 Paper Trend stationarity in the \(I(2)\) cointegration model. 1999-09-08...10 bytes (16 words) - 22:05, 9 December 2023
- Order Identification for VAR Models with Non Constant Variance 2016-01-05 Paper Semi-strong linearity testing in linear models with dependent but uncorrelated...10 bytes (16 words) - 18:20, 11 December 2023
- series models 2023-03-07 Paper Bayesian stochastic search for VAR model restrictions 2016-06-03 Paper A Bayesian analysis of normalized VAR models 2014-01-13...10 bytes (16 words) - 15:35, 10 December 2023
- procedure under a fractional equilibrium error 2002-07-30 Paper Selection in VAR-models using equal and unequal lag-length procedures 2000-03-01 Paper...10 bytes (18 words) - 17:49, 13 December 2023
- error correction models 2020-08-31 Paper https://portal.mardi4nfdi.de/entity/Q3375664 2006-03-16 Paper Non-causality in VAR-ECM models with purely exogenous...10 bytes (16 words) - 17:49, 13 December 2023
- Paper On identifying structural VAR models via ARCH effects 2018-02-07 Paper Lag length and mean break in stationary VAR models 2003-08-07 Paper Closed-form...10 bytes (17 words) - 21:52, 24 September 2023
- high-dimensional VAR models with scale mixture of normal distributions for noise 2018-08-15 Paper Bayes shrinkage estimation for high-dimensional VAR models with scale...10 bytes (14 words) - 13:55, 24 September 2023
- high-dimensional VAR models with scale mixture of normal distributions for noise 2018-08-15 Paper Bayes shrinkage estimation for high-dimensional VAR models with scale...10 bytes (14 words) - 13:55, 24 September 2023
- high-dimensional VAR models with scale mixture of normal distributions for noise 2018-08-15 Paper Bayes shrinkage estimation for high-dimensional VAR models with scale...10 bytes (13 words) - 13:55, 24 September 2023
- 2018-10-12 Paper Bayesian forecast combination for VAR models☆ 2010-06-30 Paper Bootstrapping error component model 2003-03-09 Paper On the maximum likelihood...10 bytes (18 words) - 18:07, 13 December 2023
- Forecasting seasonal time series data: a Bayesian model averaging approach 2019-02-27 Paper Codependent VAR models and the pseudo-structural form 2018-11-08 Paper...10 bytes (16 words) - 11:30, 24 September 2023
- Publication Date of Publication Type Model selection and adaptive Markov chain Monte Carlo for Bayesian cointegrated VAR models 2016-02-11 Paper Bayesian cointegrated...10 bytes (17 words) - 06:21, 13 December 2023
- regressions models. 2004-01-26 Paper Estimation of VAR models: computational aspects 2003-06-18 Paper Seemingly unrelated regression model with unequal...10 bytes (19 words) - 09:59, 8 December 2023
- high-dimensional VAR models with scale mixture of normal distributions for noise 2018-08-15 Paper Bayes shrinkage estimation for high-dimensional VAR models with scale...10 bytes (17 words) - 01:47, 10 December 2023
- structural VAR models 2010-04-22 Paper Spatial multi-taper spectrum estimation for nuclear reactor modelling 2010-04-01 Paper Constructing structural VAR models...10 bytes (18 words) - 01:42, 13 December 2023
- volatility model 2023-02-01 Paper Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models 2022-07-15 Paper...10 bytes (16 words) - 01:29, 25 September 2023
- conditional independence graphs forI(1) structural VAR models 2010-04-22 Paper Constructing structural VAR models with conditional independence graphs 2009-08-19...10 bytes (16 words) - 14:05, 7 October 2023
- tests for Markov Switching VAR models using spectral analysis 2022-04-08 Paper OLS estimation of Markov switching VAR models: asymptotics and application...10 bytes (16 words) - 13:37, 28 January 2024
- 2010-07-02 Paper Bayesian forecast combination for VAR models☆ 2010-06-30 Paper Forecast Combination and Model Averaging Using Predictive Measures 2007-06-20...10 bytes (17 words) - 20:26, 24 September 2023
