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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 132 (2006)
Issue (Month): 1 (May)
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- Osmani Teixeira de Carvalho Guillén & João Victor Issler & George Athanasopoulos, 2006.
"Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study,"
IBMEC RJ Economics Discussion Papers
2006-01, Economics Research Group, IBMEC Business School - Rio de Janeiro.
- Osmani Teixeira de Carvalho GuillÃ©n & JoÃ£o Victor Issler & George Athanasopoulos, 2005. "Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 15/05, Monash University, Department of Econometrics and Business Statistics.
- Athanasopoulos, George & Issler, João Victor & Guillén, Osmani Teixeira de Carvalho, 2005. "Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study," Economics Working Papers (Ensaios Economicos da EPGE) 589, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Fabio Araujo & Joao Victor Issler, 2005.
"Estimating the Stochastic Discount Factor without a Utility Function,"
Computing in Economics and Finance 2005, Society for Computational Economics
202, Society for Computational Economics.
- Araújo, Fabio & Issler, João Victor & Fernandes, Marcelo, 2005. "Estimating the Stochastic Discount Factor without a Utility Function," Economics Working Papers (Ensaios Economicos da EPGE) 583, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Hecq, Alain & Palm, Franz C. & Urbain, Jean-Pierre, 2006. "Common cyclical features analysis in VAR models with cointegration," Journal of Econometrics, Elsevier, Elsevier, vol. 132(1), pages 117-141, May.
- HÃ¥vard Hungnes, 2012. "Testing for co-non-linearity," Discussion Papers, Research Department of Statistics Norway 699, Research Department of Statistics Norway.
- Narayan, Paresh Kumar & Narayan, Seema & Smyth, Russell, 2011. "Energy consumption at business cycle horizons: The case of the United States," Energy Economics, Elsevier, vol. 33(2), pages 161-167, March.
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