Autoregression Statistics

69 books
New directions in econometric practiceWojciech Charemza
⏱ 6h 10m

New directions in econometric practice

Wojciech Charemza

1991370 pp.
The Cointegrated VAR ModelKatarina Juselius
⏱ 8h 0m

The Cointegrated VAR Model

Katarina Juselius

2006480 pp.
Models for dependent time seriesMarco Reale
⏱ 5h 40m

Models for dependent time series

Marco Reale

2009340 pp.
Likelihood-based inference in cointegrated vector autoregressive modelsSøren Johansen
⏱ 4h 27m

Likelihood-based inference in cointegrated vector autoregressive models

Søren Johansen

1995267 pp.
ARMA model identificationByoungSeon Choi
⏱ 3h 26m

ARMA model identification

ByoungSeon Choi

1992206 pp.
ARCH models for financial applicationsEvdokia Xekalaki
⏱ 9h 18m

ARCH models for financial applications

Evdokia Xekalaki

2010558 pp.
Model Reduction Methods for Vector Autoregressive ProcessesRalf Brüggemann
⏱ 3h 38m

Model Reduction Methods for Vector Autoregressive Processes

Ralf Brüggemann

2004218 pp.
Assessing structural VARsLawrence J. Christiano
⏱ 38m

Assessing structural VARs

Lawrence J. Christiano

200638 pp.
A small sample correction for tests of hypotheses on the cointegrating vectorsSøren Johansen
⏱ 35m

A small sample correction for tests of hypotheses on the cointegrating vectors

Søren Johansen

199935 pp.
Information matrix test, parameter heterogeneity and ARCHAnil K. Bera
⏱ 17m

Information matrix test, parameter heterogeneity and ARCH

Anil K. Bera

198917 pp.
Commodity price shocks and the odds on fiscal performanceFrancis Y. Kumah
⏱ 34m

Commodity price shocks and the odds on fiscal performance

Francis Y. Kumah

200534 pp.
Known moving-average transformations and autoregressive processesJ. C. R. Rowley

Known moving-average transformations and autoregressive processes

J. C. R. Rowley

1972No page data
A generalized 'adaptive expectations' formula in autoregressive modelsRonald Britto
⏱ 10m

A generalized 'adaptive expectations' formula in autoregressive models

Ronald Britto

197510 pp.
Exact confidence intervals for impulse responses in a gaussian vector autoregressionJonathan H. Wright

Exact confidence intervals for impulse responses in a gaussian vector autoregression

Jonathan H. Wright

2000No page data
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics)Soren Johansen
⏱ 4h 38m

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics)

Soren Johansen

1996278 pp.
Essays on vector autoregressions with cointegrating restrictionsTor Jacobson
⏱ 40m

Essays on vector autoregressions with cointegrating restrictions

Tor Jacobson

199240 pp.
Model selection and testing nonnormality in autoregressive modelsMototsugu Fukushige
⏱ 24m

Model selection and testing nonnormality in autoregressive models

Mototsugu Fukushige

199324 pp.
Full maximum likelihood estimation of second-order autoregressive error modelsCharles M. Beach
⏱ 18m

Full maximum likelihood estimation of second-order autoregressive error models

Charles M. Beach

197018 pp.
How useful is structural VAR analysis for Irish economics?Daniel McCoy
⏱ 23m

How useful is structural VAR analysis for Irish economics?

Daniel McCoy

199723 pp.
A small sample correction of the test for cointegrating rank in the vector autoregressive modelSøren Johansen
⏱ 35m

A small sample correction of the test for cointegrating rank in the vector autoregressive model

Søren Johansen

200035 pp.
Page 1 of 4Next →