Results 291 to 300 of about 1,779,916 (322)

Measuring carbon emission sensitivity to economic shocks: a panel structural vector autoregression 1870–2016

Environmental science and pollution research international, 2021
M. Škare, D. Štreimikienė, D. Skare
semanticscholar   +1 more source

Nonparametric vector autoregression

Journal of Statistical Planning and Inference, 1998
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Härdle, W., Tsybakov, A., Yang, L.
openaire   +1 more source

Bayesian Vector Autoregressions

Australian Economic Review, 2016
AbstractThis article provides an introduction to the burgeoning academic literature on Bayesian vector autoregressions, benchmark models for applied macroeconomic research. I first explain Bayes’ theorem and the derivation of the closed‐form solution for the posterior distribution of the parameters of the model's given data.
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Vector Autoregressions

2020
Sotiris Tsolacos, Mark Andrew
openaire   +2 more sources

GMM Estimation of Non-Gaussian Structural Vector Autoregression

Journal of Business and Economic Statistics, 2021
Markku Lanne, Jani Luoto
exaly  

The Vector Autoregressive Model

1995
Abstract Deals with the classical statistical analysis of the unrestricted vector autoregressive model. We give a necessary and sufficient condition for stationarity and a representation for the stationary solution. We derive the ordinary least squares estimators as maximum likelihood estimator and find the asymptotic properties of the ...
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Vector Autoregression

2023
openaire   +1 more source

Identifying factor‐augmented vector autoregression models via changes in shock variances

Journal of Applied Econometrics, 2022
Yohei Yamamoto
exaly  

Applying panel vector autoregression to institutions, human capital, and output

Empirical Economics, 2018
Ryan H. Murphy, Colin O’Reilly
semanticscholar   +1 more source

Vector Autoregressions

2008
openaire   +1 more source