You are looking at  1-2 of 2 articles  for:

  • Macroeconomics and Monetary Economics x
  • Econometrics, Experimental and Quantitative Methods x
Clear All

View:

The Cointegrated VAR Methodology  

Katarina Juselius

The cointegrated VAR approach combines differences of variables with cointegration among them and by doing so allows the user to study both long-run and short-run effects in the same ... More

Nonlinear Models in Macroeconometrics  

Timo Teräsvirta

Many nonlinear time series models have been around for a long time and have originated outside of time series econometrics. The stochastic models popular univariate, dynamic ... More

View: