TY  - JOUR
TI  - Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
AU  - Robert F. Engle
JO  - Econometrica
PY  - 1982
VL  - 50
IS  - 4
DO  - 10.2307/1912773
UR  - https://doi.org/10.2307/1912773
ER  -


TY  - JOUR
TI  - Co-Integration and Error Correction: Representation, Estimation, and Testing
AU  - Robert F. Engle
AU  - C. W. J. Granger
JO  - Econometrica
PY  - 1987
VL  - 55
IS  - 2
DO  - 10.2307/1913236
UR  - https://doi.org/10.2307/1913236
ER  -


TY  - JOUR
TI  - Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
AU  - Soren Johansen
JO  - Econometrica
PY  - 1991
VL  - 59
IS  - 6
DO  - 10.2307/2938278
UR  - https://doi.org/10.2307/2938278
ER  -


TY  - JOUR
TI  - Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
AU  - M. Hashem Pesaran
AU  - Yongcheol Shin
AU  - Ron P. Smith
JO  - Journal of the American Statistical Association
PY  - 1999
VL  - 94
IS  - 446
DO  - 10.1080/01621459.1999.10474156
UR  - https://doi.org/10.1080/01621459.1999.10474156
ER  -


TY  - JOUR
TI  - Macroeconomics and Reality
AU  - Christopher A. Sims
JO  - Econometrica
PY  - 1980
VL  - 48
IS  - 1
DO  - 10.2307/1912017
UR  - https://doi.org/10.2307/1912017
ER  -


TY  - JOUR
TI  - A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
AU  - James D. Hamilton
JO  - Econometrica
PY  - 1989
VL  - 57
IS  - 2
DO  - 10.2307/1912559
UR  - https://doi.org/10.2307/1912559
ER  -


TY  - JOUR
TI  - Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
AU  - Gary Koop
AU  - Dimitris Korobilis
JO  - Foundations and Trends® in Econometrics
PY  - 2010
VL  - 3
IS  - 4
DO  - 10.1561/0800000013
UR  - https://doi.org/10.1561/0800000013
ER  -


TY  - JOUR
TI  - On Gibbs sampling for state space models
AU  - C. K. CARTER
AU  - R. KOHN
JO  - Biometrika
PY  - 1994
VL  - 81
IS  - 3
DO  - 10.1093/biomet/81.3.541
UR  - https://doi.org/10.1093/biomet/81.3.541
ER  -