Relevant bibliographies by topics / Vector autoregressive model

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Academic literature on the topic 'Vector autoregressive model'

Author: Grafiati
Published: 4 June 2021
Last updated: 11 June 2025

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Books on the topic "Vector autoregressive model"

1

Brüggemann, Ralf. Model Reduction Methods for Vector Autoregressive Processes. Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-642-17029-4.

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2

Mocan, H. Naci. Business cycles and fertility dynamics in the U.S.: A vector-autoregressive model. National Bureau of Economic Research, 1989.

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3

Johansen, Søren. The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model. European University Institute, Department of Economics, 2001.

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4

Hasan, Mohammad S. Monetary policy, fiscal policy, and aggregate economic activity in a vector autoregressive model. University of Northumbria at Newcastle, 1995.

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Johansen, Søren. Controlling inflation in a cointegrated vector autoregressive model with an application to US data. European University Institute, Department of Economics, 2001.

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6

Johansen, Søren. A small sample correction of the test for cointegrating rank in the vector autoregressive model. European University Institute, 2000.

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7

Johansen, Søren. A small sample correction of the test for cointegrating rank in the vector autoregressive model. European University Institute, 2000.

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8

Empirical vector autoregressive modeling. Springer-Verlag, 1994.

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9

Likelihood-based inference in cointegrated vector autoregressive models. Oxford University Press, 1995.

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10

Johansen, Søren. Likelihood-based inference in cointegrated vector autoregressive models. Oxford University Press, 1995.

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