The following pages link to Markku Lanne (Q318367):
Displaying 16 items.
- Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
- Autoregression-based estimation of the New Keynesian Phillips curve (Q318369) (← links)
- (Q503566) (redirect page) (← links)
- Structural vector autoregressions with Markov switching (Q846505) (← links)
- A naïve sticky information model of households' inflation expectations (Q1042358) (← links)
- Unit root tests for time series with level shifts: a comparison of different proposals. (Q1605452) (← links)
- Why is it so difficult to uncover the risk-return tradeoff in stock returns? (Q1929385) (← links)
- Noncausality and inflation persistence (Q2687883) (← links)
- NONCAUSAL VECTOR AUTOREGRESSION (Q2845019) (← links)
- Structural Vector Autoregressions With Nonnormal Residuals (Q3160939) (← links)
- Comparison of unit root tests for time series with level shifts (Q3440772) (← links)
- Reducing size distortions of parametric stationarity tests (Q4455659) (← links)
- Noncausal Autoregressions for Economic Time Series (Q4928546) (← links)
- (Q5386505) (← links)
- Non‐linear GARCH models for highly persistent volatility (Q5703229) (← links)
- GMM Estimation of Non-Gaussian Structural Vector Autoregression (Q6617737) (← links)
