8 Treffer für Schlagwort = "Autoregressives Modell"

• Block-recursive non-Gaussian structural vector autoregressions Keweloh, Sascha Alexander ; Hetzenecker, Stephan Johannes ; Seepe, Andre [Dortmund] : SFB 823, 2021

• Efficiency gains in structural vector autoregressions by selecting informative higher-order moment conditions Keweloh, Sascha Alexander ; Hetzenecker, Stephan Johannes [Dortmund] : SFB 823, 2021

• A feasible approach to incorporate information in higher moments in structural vector autoregressions Keweloh, Sascha Alexander [Dortmund] : SFB 823, 2021

• A global-local prior for time-varying parameter VARs and monetary policy Prüser, Jan [Dortmund] : SFB 823, 2020

• Integrated modified OLS and fixed-b inference for seasonally cointegrated processes Kawka, Rafael [Dortmund] : SFB 823, 2020

• Model order selection for cascade autoregressive (CAR) models Köhler, Steffen [Dortmund] : SFB 823, 2021

• Monetary policy and the stock market a partly recursive SVAR estimator Keweloh, Sascha Alexander ; Seepe, Andre [Dortmund] : SFB 823, 2020

• Testing for structural change in spatial regions at unknown positions Arnold, Matthias ; Wied, Dominik [Dortmund] : SFB 823, May 10, 2012