Showing 2,861 - 2,879 results of 2,879 for search '"vector autoregression"', query time: 0.98s Refine Results
  1. 2861
    .... Then, it wasapplied a model of vector autoregressive (VAR) and observed responses to Granger causalityand impulse...
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  2. 2862
    .... The analysis is based on interpretations of impulse-response functions (IRFs) derived from vector...
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  3. 2863
    by Bañbura, Marta
    Published 2009
    ..., namely Bayesian shrinkage. We study Vector Autoregressions (VARs) which have the advantage over factor...
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    Doctoral Thesis
  4. 2864
    by dos Santos Barbosa, Gerrio
    Published 2017
    ...). The decomposition test the presence of common long-term and short-term dynamics, with the Vector Autoregressive (VAR...
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  5. 2865
    by Bañbura, Marta
    Published 2009
    ... to factor models for dealing with the curse of dimensionality, namely Bayesian shrinkage. We study Vector...
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  6. 2866
    by Soares, Cristiane
    Published 2012
    ... of technological intensity. To estimate the elasticities, we adopt the techniques of cointegration and vector...
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  7. 2867
    ... normality for the innovations from vector autoregressive moving average time series models are proposed...
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  8. 2868
    by Abid, Raja
    Published 2021
    ... and regressions on panel data including vector autoregressive models and Granger causality test. Research results...
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  9. 2869
    by Laan, Cesar Rodrigues van der
    Published 2009
    ... in Brazil. Based on a vector autoregressive (VAR) method, it argues that the linkages between financial...
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  10. 2870
    by Laan, Cesar Rodrigues van der
    Published 2009
    ... in Brazil. Based on a vector autoregressive (VAR) method, it argues that the linkages between financial...
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  11. 2871
    by Alexander Miranda, Abhilash
    Published 2011
    ... prediction problem, a vector autoregressive model whose parameters are enriched with the maximum likelihood...
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    Doctoral Thesis
  12. 2872
    by Sango, Joel
    Published 2017
    ... of the test statistics, the covariance matrix of the cross covariances is obtained from a vector...
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  13. 2873
    by Laan, Cesar Rodrigues van der
    Published 2009
    ... in Brazil. Based on a vector autoregressive (VAR) method, it argues that the linkages between financial...
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  14. 2874
    Published 2013
    ... vector autoregressive VAR(2) process which is subject to four structural breaks. Our model estimate...
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  15. 2875
    ... models used in this thesis include the Dynamic Stochastic General Equilibrium (DSGE) Models and Vector...
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  16. 2876
  17. 2877
  18. 2878
    by Cimadomo, Jacopo
    Published 2008
    ... solid microeconomic foundations. On the other, vector autoregressive (VAR) models continue to be largely...
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  19. 2879
    by Cimadomo, Jacopo
    Published 2008
    ...>foundations. On the other, vector autoregressive (VAR) models continue to be largely<p>used since they have...
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    Doctoral Thesis