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Results 51-60 of 22045.
Year of PublicationTitleAuthor(s)
2014Structural Vector Autoregressions: Checking Identifying Long-run Restrictions via HeteroskedasticityLuetkepohl, Helmut; Velinov, Anton
2010Likelihood inference for a fractionally cointegrated vector autoregressive modelJohansen, Søren; Nielsen, Morten Ørregaard
2009A vector autoregressive model for electricity prices subject to long memory and regime switchingHaldrup, Niels; Nielsen, Frank S.; Nielsen, Morten Ørregaard
2008Nonparametric cointegration analysis of fractional systems with unknown integration ordersNielsen, Morten Ørregaard
2013Comparison of methods for constructing joint confidence bands for impulse response functionsLütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter
2005Uncovered interest rate parity and the expectations hypothesis of the term structure: empirical results for the US and EuropeBrüggemann, Ralf; Lütkepohl, Helmut
2006Testing for the cointegrating rank of a VAR process with level shift and trend breakTrenkler, Carsten; Saikkonen, Pentti; Lütkepohl, Helmut
2014Structural vector autoregressions with smooth transition in variances: The interaction between US monetary policy and the stock marketLütkepohl, Helmut; Netésunajev, Aleksei
2014Structural vector autoregressions: Checking identifying long-run restrictions via heteroskedasticityLütkepohl, Helmut; Velinov, Anton
2014Confidence bands for impulse responses: Bonferroni versus WaldLütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter