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Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks
Claudio Morana
Open J. Stat.
Vol.4 No.4, June 20, 2014
DOI:
10.4236/ojs.2014.44030
(PDF 4246K)
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A VAR Approach to Exchange Rate and Economic Growth in Nigeria
Ukwuoma Chidi Okonkwo,
Rosary N. Ujumadu,
Bright O. Osu
J. Math. Finance
Vol.7 No.4, October 31, 2017
DOI:
10.4236/jmf.2017.74044
(PDF 2377K)
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Forecasting the Monthly Reported Cases of Human Immunodeficiency Virus (HIV) at Minna Niger State, Nigeria
Nwanne Christiana Umunna,
Samuel Olayemi Olanrewaju
Open J. Stat.
Vol.10 No.3, June 10, 2020
DOI:
10.4236/ojs.2020.103030
(PDF 1381K)
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PC-VAR Estimation of Vector Autoregressive Models
Claudio Morana
Open J. Stat.
Vol.2 No.3, July 06, 2012
DOI:
10.4236/ojs.2012.23030
(PDF 301K)
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Shadow Banking, Monetary Policy, and Confidence Effects in China: Empirical Research Using a Structural Vector Autoregressive Model
He Cong
Mod. Econ.
Vol.10 No.1, January 10, 2019
DOI:
10.4236/me.2019.101001
(PDF 360K)
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