EconStor >

Search Results

 
for  

Results 11-20 of 662.


Item hits:

DateTitle Authors
2009 A vector autoregressive model for electricity prices subject to long memory and regime switchingHaldrup, Niels / Nielsen, Frank S. / Nielsen, Morten Ørregaard
2002 An application of the analogy between vector ARCH and vector random coefficient autoregressive modelsHe, Changli / Teräsvirta, Timo
1997 Decision bounds for data-admissible seasonal modelsKunst, Robert M.
2008 Monetary policy analysis with potentially misspecified modelsDel Negro, Marco / Schorfheide, Frank
2012 Effects of simultaneity on testing Granger-causality: A cautionary note about statistical problems and economic misinterpretationsWilde, Joachim
1995 On the role of seasonal intercepts in seasonal cointegrationFranses, Philip Hans / Kunst, Robert M.
2012 Fundamental problems with nonfundamental shocksLütkepohl, Helmut
2012 Reducing confidence bands for simulated impulse responsesLütkepohl, Helmut
2013 Comparison of methods for constructing joint confidence bands for impulse response functionsLütkepohl, Helmut / Staszewska-Bystrova, Anna / Winker, Peter
2013 Comparison of methods for constructing joint confidence bands for impulse response functionsLütkepohl, Helmut / Staszewska-Bystrova, Anna / Winker, Peter

Back 1 2 3 4 5 6 7 8 9 10 11 Next