ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS (Q5696352): Difference between revisions

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+Testing for Common Trends
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+Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models
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+Statistical analysis of cointegration vectors
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+Impulse response and forecast error variance asymptotics in nonstationary VARs
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+Publication:5696352