Structural vector autoregressive analysis for cointegrated variables (Q862780): Difference between revisions

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-Helmut Lütkepohl
@@ Property / author: Helmut Lütkepohl / rank @@
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+Helmut Lütkepohl
@@ Property / author: Helmut Lütkepohl / rank @@
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+JMulTi
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+https://doi.org/10.1007/s10182-006-0222-4
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+W3147294950
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+Q4379566
@@ Property / cites work: Q4379566 / rank @@
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@@ Property / cites work @@
+Q3796553
@@ Property / cites work: Q3796553 / rank @@
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@@ Property / cites work @@
+Problems related to confidence intervals for impulse responses of autoregressive processes
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@@ Property / cites work @@
+COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models
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+A systematic framework for analyzing the dynamic effects of permanent and transitory shocks.
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+Spurious regressions in econometrics
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@@ Property / cites work @@
+A REVIEW OF SYSTEMS COINTEGRATION TESTS
@@ Property / cites work: A REVIEW OF SYSTEMS COINTEGRATION TESTS / rank @@
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@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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@@ Property / cites work @@
+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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@@ Property / cites work @@
+Q5312885
@@ Property / cites work: Q5312885 / rank @@
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@@ Property / cites work @@
+Applied Time Series Econometrics
@@ Property / cites work: Applied Time Series Econometrics / rank @@
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@@ Property / cites work @@
+Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes
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@@ Property / cites work @@
+ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS
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