Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Hanno Reuvers"'
Publikováno v:
Econometric Reviews, 38(7), 763-792. Taylor & Francis Ltd
Econometric Reviews, 38(7), 763-792. Routledge/Taylor & Francis Group
Econometric Reviews, 38(7), 763-792. Routledge/Taylor & Francis Group
This paper investigates the focused information criterion and plug-in average for vector autoregressive models with local-to-zero misspecification. These methods have the advantage of focusing on a quantity of interest rather than aiming at overall m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d12fa6e5546f872ef11b7314799a991d
https://pure.eur.nl/en/publications/e0f9fb78-e8ab-4b79-8ae3-1bb152b45408
https://pure.eur.nl/en/publications/e0f9fb78-e8ab-4b79-8ae3-1bb152b45408
Autor:
Hanno Reuvers
Vector autoregressive models are often used to model multiple time series at once. They are applied in fields such as climatology, biology and economy. This dissertation studies: 1) the influence of the number of lags included in the model; and 2) a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6d8315eb98a07ec0eefc649dfa808370
https://doi.org/10.26481/dis.20180514jr
https://doi.org/10.26481/dis.20180514jr
Autor:
Smeekes, Stephan, Wijler, Etienne
Publikováno v:
In Journal of Econometrics March 2021 221(1):247-276
Autor:
Yicong Lin, Hanno Reuvers
Publikováno v:
Vrije Universiteit Amsterdam
This paper develops the asymptotic theory of a Fully Modified Generalized Least Squares estimator for multivariate cointegrating polynomial regressions. Such regressions allow for deterministic trends, stochastic trends and integer powers of stochast
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4dd536c3b4b8915f2e88baa3503a12f9
https://research.vu.nl/en/publications/a4737566-a8ea-49c2-8e25-8962fbbf5465
https://research.vu.nl/en/publications/a4737566-a8ea-49c2-8e25-8962fbbf5465
Autor:
Al-Sadoon, Majid M.
Publikováno v:
In Journal of Econometrics July 2017 199(1):49-62
Publikováno v:
Econometric Reviews. 2023, Vol. 42 Issue 2, p195-219. 25p.
Autor:
Lohmeyer, Jan1 (AUTHOR), Palm, Franz1 (AUTHOR) f.palm@maastrichtuniversity.nl, Reuvers, Hanno1 (AUTHOR), Urbain, Jean-Pierre1 (AUTHOR)
Publikováno v:
Econometric Reviews. 2019, Vol. 38 Issue 7, p763-792. 30p.
Autor:
Friedrich, Marina, Beutner, Eric, Reuvers, Hanno, Smeekes, Stephan, Urbain, Jean-Pierre, Bader, Whitney, Franco, Bruno, Lejeune, Bernard, Mahieu, Emmanuel
Publikováno v:
Climatic Change; Sep2020, Vol. 162 Issue 1, p105-125, 21p