VAR MODELİN DAYANIKLI TAHMİNİ: İKTİSADİ BÜYÜME - ENFLASYON İLİŞKİSİ ÜZERİNE BİR İNCELEME

Yıl 2010, Cilt: 29 Sayı: 2, 539 - 553, 18.04.2015

Özlem Yorulmaz Karun Nemlioğlu

Anahtar Kelimeler

EKK, Dayanıklı VAR, MLTS, aykını gözlemler

Kaynakça

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• %(5%(5 0HWLQ 6H\IHWWLQ $57$1 ³(QIODV\RQ YH (NRQRPLN %\PH øOLúNLVL 7UNL\H gUQH÷L ´ Turkish Economic Association, Discussion Paper, 2004-21
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• REBER, John C., Jeff T. TERPSTRA, Xianzhe CHEN: “Weighted L1-estimates for a VAR(p) Time Series Model”, Journal of Nonparametric Statistics, 20, 5, 2008, s.395–411.
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• WILLIAM, Wei: Time Series Analysis: Univariate and Multivariate Methods, 2.Bs, USA, Pearson Addison Wesley, 2006.