General-to-specific model selection procedures for structural vector autoregressions

General-to-Specific Model Selection Procedures for Structural Vector Autoregressions

Hans-martin Krolzig

January 2003

Structural vector autoregressive (SVAR) models have emerged as a dominant research strategy in empir...

Generalised linear gaussian models

Rosti, A-V.I.
Gales, M.J.F.
University of Cambridge. Department of Engineering (United Kingdom)

January 2001

Includes bibliographical referencesSIGLEAvailable from British Library Document Supply Centre- DSC:9...

Some applications of generalised linear models

Scallan, A
Polytechnic of North London (United Kingdom)
Council for National Academic Awards, London (United Kingdom)

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:DX97502 / BLDSC - British Library Do...

A structural vector autoregression model of the UK business cycle

Turner, P.M
Leeds Univ. (United Kingdom). School of Business and Economic Studies

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9795(LU-SBES-DP-G--91/16) / BLD...

Sub-sample model selection procedures in Gets modelling

Hendry, David F.
Krolzig, Hans-Martin
European Economic Association (United Kingdom)

January 2003

Includes bibliographical references. Also available via the InternetSIGLEAvailable from British Libr...

Vector autoregression modelling and forecasting

Holden, K.
Liverpool John Moores Univ. (United Kingdom). Centre for International Banking, Economics and Finance

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9663(5/94) / BLDSC - British Lib...

Computer automation of general to specific model selection procedures

Krolzig, H.
Hendry, D.F.
Oxford Univ. (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.98057(no 3) / BLDSC - British Li...

STRUCTURAL VECTOR AUTOREGRESSIONS WITH

Markku Lanne

January 2006

An electronic version of the paper may be downloaded • from the SSRN website: www.SSRN.com • ...

Bayesian model selection of autoregressive processes

Vermaak, J.
Andrieu, C.
Doucet, A.
Cambridge Univ. (United Kingdom). Dept. of Engineering

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:9106.170(CUED/F-INFENG/TR360) / BLDSC...

A practitioner's guide to lag order selection for vector autoregressions

Ivanov, V.
Kilian, L.
Centre for Economic Policy Research, London (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(no 2685) / BLDSC - British ...

Modelling the labour market A comparison of structural and vector autoregression approaches

Johnes, G.
Hyclak, T
Lancaster Univ. (United Kingdom). Management School

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.379(LU-MS-DP-EC--1/95) / BLDSC ...

A study of threshold autoregressive models with some applications

Thanoon, B.Y

January 1984

SIGLEAvailable from British Library Document Supply Centre- DSC:D173813 / BLDSC - British Library Do...

Model selection in threshold models

Kapetanios, G.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9906) / BLDSC - British Libr...

Recent developments in modelling nonstationary vector autoregressions

Mills, T.C.
Loughborough Univ. of Technology (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(96/21) / BLDSC - British Lib...

On the selection of forecasting models

Inoue, Atsushi
Kilian, Lutz
Centre for Economic Policy Research (United Kingdom)

January 2003

Includes bibliographical references. Title from cover. Also available via the InternetAvailable from...

General-to-Specific Model Selection Procedures for Structural Vector Autoregressions

Hans-martin Krolzig

January 2003

Structural vector autoregressive (SVAR) models have emerged as a dominant research strategy in empir...

Generalised linear gaussian models

Rosti, A-V.I.
Gales, M.J.F.
University of Cambridge. Department of Engineering (United Kingdom)

January 2001

Includes bibliographical referencesSIGLEAvailable from British Library Document Supply Centre- DSC:9...

Some applications of generalised linear models

Scallan, A
Polytechnic of North London (United Kingdom)
Council for National Academic Awards, London (United Kingdom)

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:DX97502 / BLDSC - British Library Do...

A structural vector autoregression model of the UK business cycle

Turner, P.M
Leeds Univ. (United Kingdom). School of Business and Economic Studies

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9795(LU-SBES-DP-G--91/16) / BLD...

Sub-sample model selection procedures in Gets modelling

Hendry, David F.
Krolzig, Hans-Martin
European Economic Association (United Kingdom)

January 2003

Includes bibliographical references. Also available via the InternetSIGLEAvailable from British Libr...

Vector autoregression modelling and forecasting

Holden, K.
Liverpool John Moores Univ. (United Kingdom). Centre for International Banking, Economics and Finance

January 1994

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9663(5/94) / BLDSC - British Lib...

Computer automation of general to specific model selection procedures

Krolzig, H.
Hendry, D.F.
Oxford Univ. (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.98057(no 3) / BLDSC - British Li...

STRUCTURAL VECTOR AUTOREGRESSIONS WITH

Markku Lanne

January 2006

An electronic version of the paper may be downloaded • from the SSRN website: www.SSRN.com • ...

Bayesian model selection of autoregressive processes

Vermaak, J.
Andrieu, C.
Doucet, A.
Cambridge Univ. (United Kingdom). Dept. of Engineering

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:9106.170(CUED/F-INFENG/TR360) / BLDSC...

A practitioner's guide to lag order selection for vector autoregressions

Ivanov, V.
Kilian, L.
Centre for Economic Policy Research, London (United Kingdom)

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(no 2685) / BLDSC - British ...

Modelling the labour market A comparison of structural and vector autoregression approaches

Johnes, G.
Hyclak, T
Lancaster Univ. (United Kingdom). Management School

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.379(LU-MS-DP-EC--1/95) / BLDSC ...

A study of threshold autoregressive models with some applications

Thanoon, B.Y

January 1984

SIGLEAvailable from British Library Document Supply Centre- DSC:D173813 / BLDSC - British Library Do...

Model selection in threshold models

Kapetanios, G.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(9906) / BLDSC - British Libr...

Recent developments in modelling nonstationary vector autoregressions

Mills, T.C.
Loughborough Univ. of Technology (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3654.479(96/21) / BLDSC - British Lib...

On the selection of forecasting models

Inoue, Atsushi
Kilian, Lutz
Centre for Economic Policy Research (United Kingdom)

January 2003

Includes bibliographical references. Title from cover. Also available via the InternetAvailable from...

General-to-Specific Model Selection Procedures for Structural Vector Autoregressions

Hans-martin Krolzig

January 2003

Structural vector autoregressive (SVAR) models have emerged as a dominant research strategy in empir...

Generalised linear gaussian models

Rosti, A-V.I.
Gales, M.J.F.
University of Cambridge. Department of Engineering (United Kingdom)

January 2001

Includes bibliographical referencesSIGLEAvailable from British Library Document Supply Centre- DSC:9...

Some applications of generalised linear models

Scallan, A
Polytechnic of North London (United Kingdom)
Council for National Academic Awards, London (United Kingdom)

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:DX97502 / BLDSC - British Library Do...

General-to-specific model selection procedures for structural vector autoregressions

Abstract

Extracted data

General-to-specific model selection procedures for structural vector autoregressions

Abstract

Extracted data

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