Research Catalog
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Displaying 1-27 of 27 results
Analyse kointegrierter Variablen mittels vektorautoregressiver Modelle / Hans-Eggert Reimers.
- Text
- Heidelberg : Physica-Verlag, c1991.
- 1991
- 1 Item
Item details Format Call Number Item Location Text JLL 75-149 Heft 35-36 Offsite Likelihood-based inference in cointegrated vector autoregressive models / Søren Johansen.
- Text
- Oxford ; New York : Oxford University Press, 1995.
- 1995
- 1 Item
Item details Format Call Number Item Location Text JBE 96-1659 Offsite ARCH models and financial applications / Christian Gouriéroux.
- Text
- New York : Springer, c1997.
- 1997
- 1 Item
Item details Format Call Number Item Location Text JBE 97-1087 Offsite ARdock, an auto-regressive model analyzer / Makio Ishiguro, Hiroko Kato and Hirotugu Akaike.
- Text
- Tokyo : Institute of Statistical Mathematics, [1999]
- 1999
- 1 Item
Item details Format Call Number Item Location Text JSF 00-643 Offsite Weighted empirical processes in dynamic nonlinear models / Hira L. Koul.
- Text
- New York : Springer, c2002.
- 2002
- 1 Item
Item details Format Call Number Item Location Text JSE 02-1140 Offsite Vektorautokorrelationen stochastischer Prozesse und die Spezifikation von ARMA-Modellen / Efstathios Paparoditis.
- Text
- Heidelberg : Physica-Verlag, c1990.
- 1990
- 1 Item
Item details Format Call Number Item Location Text ReCAP 13-29275 Offsite On the maximum-entropy/autoregressive modeling of time series [microform] / B. Fong Chao.
- Text
- Greenbelt, Md. : National Aeronautics and Space Administration, Goddard Space Flight Center, [1984]
- 1984
Likelihood-based inference in cointegrated vector autoregressive models [electronic resource] / Søren Johansen.
- Text
- Oxford ; New York : Oxford University Press, 1995.
- 1995
- 2 Resources
Available Online
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Structural vector autoregressive analysis [electronic resource] / Lutz Kilian, Helmut Lütkepohl.
- Text
- Cambridge : Cambridge University Press, 2017.
- 2017-
- 2 Resources
Available Online
See All Available Online Resources
Empirical vector autoregressive modeling / Marius.
- Text
- Berlin ; New York : Springer-Verlag, [1994], ©1994.
- 1994-1994
- 1 Item
Item details Format Call Number Item Location Text HB141 .O55 1994 Off-site Learning to become rational : the case of self-referential autoregressive and non-stationary models / Markus Zenner.
- Text
- Berlin ; New York : Springer, [1996], ©1996.
- 1996-1996
- 1 Item
Item details Format Call Number Item Location Text HB135 .Z46 1996 Off-site ARCH models and financial applications / Christian Gouriéroux.
- Text
- New York : Springer, 1997.
- 1997
- 1 Item
Item details Format Call Number Item Location Text HG176.5 .G68 1997 Off-site New directions in econometric practice : general to specific modelling, cointegration, and vector autoregression / Wojciech W. Charemza and Derek F. Deadman.
- Text
- Lyme, N.H. : Edward Elgar Pub., 1997.
- 1997
- 1 Item
Item details Format Call Number Item Location Text HB139 .C435 1997 Off-site Model reduction methods for vector autoregressive processes / Ralf Brüggemann.
- Text
- 2004
- 1 Item
Item details Format Call Number Item Location Text HB141 .B79 2004 Off-site The cointegrated VAR model : methodology and applications / Katarina Juselius.
- Text
- Oxford ; New York : Oxford University Press, 2006.
- 2006
- 1 Item
Available Online
http://www.loc.gov/catdir/toc/ecip0619/2006027557.htmlItem details Format Call Number Item Location Text HB141 .J868 2006 Off-site Vector autoregressions and common trends in macro and financial economics / Anders Warne.
- Text
- Stockholm : Stockholm School of Economics, Economic Research Institute, 1990.
- 1990
- 1 Item
Item details Format Call Number Item Location Text HB141 .W37 1990g Off-site ARMA model identification / ByoungSeon Choi.
- Text
- New York : Springer-Verlag, c1992.
- 1992
- 1 Item
Item details Format Call Number Item Location Text QA278.2 .C555 1992 Off-site Multiple unit roots in periodic autoregression / Peter Boswijk, Philip Hans Franses, Niels Haldrup.
- Text
- Aarhus : Dept. of Economics, University of Aarhus, [1996]
- 1996
- 1 Item
Item details Format Call Number Item Location Text Off-site A small sample correction for tests of hypotheses on the cointegrating vectors / Søren Johansen.
- Text
- San Domenico (FI) Italy : European University Institute, [1999].
- 1999
- 1 Item
Item details Format Call Number Item Location Text HB141 .J65 1999x Off-site A Bartlett correction factor for tests on the cointegrating relations / Søren Johansen.
- Text
- San Domenico (FI) Italy : European University Institute, [1999]
- 1999
- 1 Item
Item details Format Call Number Item Location Text HB141 .J63 1999x Off-site Current accounts and the persistence of global and country-specific shocks : is investment really too volatile? / Mathias Hoffmann.
- Text
- Florence : European University Institute, c1999.
- 1999
- 1 Item
Item details Format Call Number Item Location Text HB1.A1 E85 no. 99/25 Off-site A small sample correction of the test for cointegrating rank in the vector autoregressive model / Søren Johansen.
- Text
- San Domenico (FI) Italy : European University Institute, c2000.
- 2000
- 1 Item
Item details Format Call Number Item Location Text HB1.A1 E85 no. 2000/15 Off-site Atmospheric structure simulation : an ARMA model for smooth isotropic two-dimensional geophysical power spectra / James H. Brown.
- Text
- Hanscom Air Force Base, MA : Phillips Laboratory, Directorate of Geophysics, Air Force Materiel Command, [1993]
- 1993
- 1 Item
Item details Format Call Number Item Location Text QC807.5 .U55 no. 1132 Off-site Atmospheric structure simulation : an autoregressive model for smooth geophysical power spectra with known autocorrelation function / James H. Brown.
- Text
- Hanscom Air Force Base, MA : Phillips Laboratory, Directorate of Geophysics, Air Force Materiel Command, [1993]
- 1993
- 1 Item
Item details Format Call Number Item Location Text QC807.5 .U55 no. 1128 Off-site Weighted empiricals and linear models / Hira L. Koul.
- Text
- 1992
- 1 Item
Item details Format Call Number Item Location Text QA276.6 .K68 1992 Off-site Analyse kointegrierter Variablen mittels vektorautoregressiver Modelle / Hans-Eggert Reimers.
- Text
- Heidelberg : Physica-Verlag, c1991.
- 1991
- 1 Item
Item details Format Call Number Item Location Text QA280 .R445 1991 Off-site Analyse kointegrierter Variablen mittels vektorautoregressiver Modelle / Hans-Eggert Reimers.
- Text
- Heidelberg : Physica-Verlag, c1991.
- 1991
- 1 Item
Item details Format Call Number Item Location Text QA280 .R445 1991 Off-site
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