Kontoghiorghes, Erricos John (rp00008)



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Journal:  Journal of Economic Dynamics and Control

Results 1-3 of 3 (Search time: 0.0 seconds).

Issue DateTitleAuthor(s)
12008An efficient branch-and-bound strategy for subset vector autoregressive model selectionGatu, Cristian ; Gilli, Manfred H. ; Kontoghiorghes, Erricos John 
2May-2006Estimating all possible sur models with permuted exogenous data matrices derived from a var processGatu, Cristian ; Kontoghiorghes, Erricos John 
3Oct-2003Estimating seemingly unrelated regression models with vector autoregressive disturbancesFoschi, Paolo ; Kontoghiorghes, Erricos John