Structural inference in cointegrated vector autoregressive models

Likelihood-Based Inference In Cointegrated Vector Autoregressive Models (Advanced Texts In Econometrics)

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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Advanced Texts in Econometrics)

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Likelihood-Based Inference In Cointegrated Vector Autoregressive Models (Advanced Texts In Econometrics)

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Markov-Switching Vector Autoregressions : Modelling, Statistical Inference, and Application to Business Cycle Analysis

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Structural Vector Autoregressive Analysis (Themes in Modern Econometrics)

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Empirical Vector Autoregressive Modeling (Lecture Notes in Economics and Mathematical Systems, 407)

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Empirical Vector Autoregressive Modeling (Lecture Notes in Economics and Mathematical Systems, 407)

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Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis (Lecture Notes in Economics and Mathematical Systems (454))

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Markov-Switching Vector Autoregressions: Modelling, Statistical Inference, and Application to Business Cycle Analysis (Lecture Notes in Economics and Mathematical Systems (454))

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Model Reduction Methods for Vector Autoregressive Processes (Lecture Notes in Economics and Mathematical Systems, 536)

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Panel vector autoregression under cross-sectional dependence

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GARCH models : structure, statistical inference, and financial applications

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