Pages that link to "Item:Q1298437"
From MaRDI portal
The following pages link to Inference in possibly integrated vector autoregressive models: Some finite sample evidence (Q1298437):
Displaying 11 items.
- Subsampling vector autoregressive tests of linear constraints (Q261882) (← links)
- Short run and long run causality in time series: inference (Q291702) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (Q291863) (← links)
- A note on the causality between export and productivity: an empirical re-examination (Q1274798) (← links)
- Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561) (← links)
- Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
- EMPIRICAL LIKELIHOOD TEST FOR CAUSALITY OF BIVARIATE AR(1) PROCESSES (Q2878812) (← links)
- Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (Q3593523) (← links)
- Lag‐augmented two‐ and three‐stage least squares estimators for integrated structural dynamic models (Q3594913) (← links)
- A comparison of some common methods for detecting Granger noncausality (Q5290893) (← links)
