VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling
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Other versions of this item:
- Juselius, Katarina, 1993. "VAR Modelling and Haavelmo's Probability Approach to Macroeconomic Modelling," Empirical Economics, Springer, vol. 18(4), pages 595-622.
References listed on IDEAS
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More about this item
KeywordsHaavelmo; macroeconometric time series modelling; multivariate cointegration; nonstationary time series;
- B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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