Pages that link to "Item:Q1858956"
From MaRDI portal
The following pages link to The importance of common cyclical features in VAR analysis: A Monte-Carlo study. (Q1858956):
Displaying 13 items.
- Making a match: combining theory and evidence in policy-oriented macroeconomic modeling (Q278274) (← links)
- Guest editorial: Common features (Q291618) (← links)
- Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
- VARs, common factors and the empirical validation of equilibrium business cycle models (Q291642) (← links)
- A characterization of vector autoregressive processes with common cyclical features (Q737947) (← links)
- Editorial. Annals issue on forecasting -- guest editors' introduction (Q737985) (← links)
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
- Codependent VAR models and the pseudo-structural form (Q1621247) (← links)
- On sampling stationary autoregressive model parameters uniformly in \(r^{2}\) value (Q2489880) (← links)
- A panel data approach to economic forecasting: the bias-corrected average forecast (Q2630076) (← links)
- Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485) (← links)
- Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
