Authors: Jacobs, Jan P. A. M. Wallis, Kenneth F.

Citation: M. Jacobs, Jan P. A. et F. Wallis, Kenneth, Comparing SVARS and SEMS: two models of the UK economy, Journal of applied econometrics , 20(2), 2005, pp. 209-228

Authors: Jacobs, Jan P. A. M. Otter, Pieter W.

Citation: M. Jacobs, Jan P. A. et W. Otter, Pieter, Determining the number of factors and lag order in dynamic factor models: a minimum entropy approach, Econometric reviews , 27(4-6), 2008, pp. 385-397