EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX (Q3377457): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Impulse response and forecast error variance asymptotics in nonstationary VARs
+Normal rank
@@ Property / cites work @@
+Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3377457