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Dynamic Factor Models动态因子模型
0 个回复 - 228 次查看 Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Struc ...2023-11-9 16:25 - 2023Hua - 现金交易版

TVP-VAR-DY R语言软件包及操作手册
21 个回复 - 6117 次查看 TVP-VAR-DY模型 R语言软件包代码及ｗｏｒｄ操作手册基于ＴＶＰ　－ＶＡＲ　模型算出DY溢出指数。可以输出总溢出指数、各个指标溢出情况、各个指标溢入情况、各个指标净溢出数据和图形。已成功采用该代码得出８个 ...2022-6-5 16:53 - 大0小2 - 现金交易版

RATS 9.0_RATS Handbook for Vector Autoregressions
12 个回复 - 4295 次查看 Estima所制作的有关VAR模型在RATS9.0上面实现的手册，是Edition 2.0版本的手册(最新版)，具体目录如下 ...2016-10-26 18:46 - Carson~~ - 现金交易版

求jstor文献Time Varying Structural Vector Autoregressions and Monetary Policy
1 个回复 - 301 次查看【作者(必填)】Giorgio E. Primiceri 【文题(必填)】Time Varying Structural Vector Autoregressions and Monetary Policy 【年份(必填)】2005 【全文链接或数据库名称(选填)】Time Varying Structural Ve ...2024-5-11 16:41 - mgymgy - 文献求助专区

求jstor文献Time Varying Structural Vector Autoregressions and ...: A Corrigendum
1 个回复 - 308 次查看【作者(必填)】MARCO DEL NEGRO and GIORGIO E. PRIMICERI 【文题(必填)】Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum 【年份(必填)】2015 【全文链接或数据库名称 ...2024-5-11 16:45 - mgymgy - 文献求助专区

[下载]markov-switching vector autoregressions: modelling ,statistical inference, a
37 个回复 - 15070 次查看 2005-5-2 19:32 - oldman - 计量经济学与统计软件

求文献Christopher A. Sims and Vector Autoregressions
3 个回复 - 1495 次查看 20币求文献Christopher A. Sims and Vector Autoregressions，作者Lawrence J. Christiano。求好心人帮帮忙。谢谢啦2013-11-6 13:03 - ly7634499 - 悬赏大厅

Inference Based on Structural Vector Autoregressions Identified With Sign and Ze
2 个回复 - 489 次查看【作者(必填)】 Jonas E. Arias[/backcolor] ; [/backcolor]Juan F. Rubio‐Ramírez[/backcolor]; [/backcolor] [/backcolor]Daniel F. Waggoner[/backcolor] [/backcolor] [/backcolor] 【 ...2019-7-23 23:26 - 1012124855 - 求助成功区

Quantitative Macroeconomic Modeling with Structural Vector Autoregressions —An
2 个回复 - 1471 次查看如题，Eviews网上免费下载的做结构VAR的一个文件，感兴趣可以看看。2016-10-31 22:02 - statax - EViews专版

求sciencedirect文献一篇Statistical inference in vector autoregressions with poss
2 个回复 - 645 次查看【作者(必填)】 [*]Hiro Y. Toda, a, [*]Taku Yamamotob 【文题(必填)】Statistical inference in vector autoregressions with possibly integrated processes 【年份(必填)】1995 【全文链接或数据库 ...2016-3-3 13:35 - mgymgy - 求助成功区

Bayesian Vector Autoregressions and its Applications in Macroeconomics
2 个回复 - 1289 次查看 2018-9-6 13:55 - 0903clili - 金融学（理论版）

Estimating vector autoregressions with panel data
5 个回复 - 1429 次查看【作者(必填)】D Holtz-Eakin, W Newey 【文题(必填)】Estimating vector autoregressions with panel data 【年份(必填)】1998 【全文链接或数据库名称(选填)】http://www.jstor.org/stable/10.2307/19131 ...2012-4-13 21:13 - dumeng201066 - 求助成功区

Inference Based on Structural Vector Autoregressions
1 个回复 - 563 次查看【作者(必填)】 Jonas E. Arias, Juan F. Rubio‐Ramírez, Daniel F. Waggoner[/backcolor] 【文题(必填)】 Inference Based on Structural Vector Autoregressions Identified With Sign and Zero Restrictions ...2018-4-10 00:41 - shanxianmin2011 - 求助成功区

Inference Based on Structural Vector Autoregressions Identified With Sign and Ze
1 个回复 - 416 次查看【作者(必填)】 Jonas E. Arias[/backcolor] Juan F. Rubio‐Ramírez[/backcolor] Daniel F. Waggoner[/backcolor] 【文题(必填)】 Inference Based on Structural Vector Autoregressions Identified W ...2018-4-10 22:11 - jzbd - 求助成功区

MSVAR(Markov-Switching Vector Autoregressions)model
4 个回复 - 3565 次查看学习分享一篇关于Makov区制转换VAR模型的经典理论文献2012-10-2 11:40 - jinfang8866 - 新手入门区

求Estimating Vector Autoregressions with Panel Data，谢谢
2 个回复 - 699 次查看 2014-3-10 18:54 - yongganglia - 求助成功区

Vector autoregressions for causal inference?
6 个回复 - 744 次查看【作者(必填)】 [*]Edward E. Leamer 【文题(必填)】Vector autoregressions for causal inference? 【年份(必填)】1985 【全文链接或数据库名称(选填)】http://www.sciencedirect.com/science/article/pii/ ...2013-9-18 19:47 - sinolong - 求助成功区

Bootstrapping Procedure for Vector Autoregressions
1 个回复 - 1475 次查看计量中Bootstrapping Procedure for Vector Autoregressions是什么意思 the variables are very persistent, the saturation ratio is not exceedingly largeThe bootstrap procedure yields 90 percent confidence ...2013-6-7 18:17 - 琳微笑 - 计量经济学与统计软件

50个币求外文文献一篇：A Gibbs sampler for structural vector autoregressions
4 个回复 - 1170 次查看【作者(必填)】Waggoner, Daniel F. and Tao A. Zha 【文题(必填)】A Gibbs sampler for structural vector autoregressions 【年份(必填)】2003 上传后，标价50币，本人负责购买!2013-5-13 11:18 - tianyahuli - 求助成功区

求助JOE文献+Statistical inference in vector autoregressions with possibly integr
5 个回复 - 1094 次查看【作者(必填)】Hiro Y. Toda Taku Yamamoto 【文题(必填)】Statistical inference in vector autoregressions with possibly integrated processes 【年份(必填)】Journal of EconometricsVolume 66, I ...2013-3-22 16:25 - zhaomn200145 - 求助成功区

Statistical inference in vector autoregressions with possibly integrated process
3 个回复 - 1297 次查看【作者(必填)】Hiro Y. Toda, Taku Yamamoto 【文题(必填)】Statistical inference[/backcolor] in vector[/backcolor] autoregressions with possibly integrated processes 【年份(必填)】1995 【全文链 ...2012-5-18 10:46 - zhibubba - 求助成功区

Oracle Inequalities for High Dimensional Vector Autoregressions-高维向量自回归的Ora...
0 个回复 - 209 次查看 2004-11-16 16:49 - 普通地质学848 - Forum

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