Subsampling vector autoregressive tests of linear constraints (Q261882): Difference between revisions

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+M. Dambrine
@@ Property / author: M. Dambrine / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M07
@@ Property / Mathematics Subject Classification ID: 62M07 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+D05
@@ Property / Mathematics Subject Classification ID: 62D05 / rank @@
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@@ Property / zbMATH DE Number @@
+6560396
@@ Property / zbMATH DE Number: 6560396 / rank @@
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@@ Property / zbMATH Keywords @@
+subsampling
@@ Property / zbMATH Keywords: subsampling / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+vector autoregression
@@ Property / zbMATH Keywords: vector autoregression / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+causality
@@ Property / zbMATH Keywords: causality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+cointegration
@@ Property / zbMATH Keywords: cointegration / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+unit roots
@@ Property / zbMATH Keywords: unit roots / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2003.12.013
+Normal rank
@@ Property / OpenAlex ID @@
+W2087317985
@@ Property / OpenAlex ID: W2087317985 / rank @@
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@@ Property / cites work @@
+Bootstrap methods in statistics
@@ Property / cites work: Bootstrap methods in statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Topics in Advanced Econometrics
@@ Property / cites work: Topics in Advanced Econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Q4040465
@@ Property / cites work: Q4040465 / rank @@
+Normal rank
@@ Property / cites work @@
+Subsampling inference in cube root asymptotics with an application to Manski's maximum score estimator.
+Normal rank
@@ Property / cites work @@
+Making wald tests work for cointegrated VAR systems
+Normal rank
@@ Property / cites work @@
+Subsampling inference in threshold autoregressive models
+Normal rank
@@ Property / cites work @@
+Investigating Causal Relations by Econometric Models and Cross-spectral Methods
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Q4001588
@@ Property / cites work: Q4001588 / rank @@
+Normal rank
@@ Property / cites work @@
+Fully Modified Least Squares and Vector Autoregression
+Normal rank
@@ Property / cites work @@
+Subsampling
@@ Property / cites work: Subsampling / rank @@
+Normal rank
@@ Property / cites work @@
+Subsampling inference for the mean in the heavy-tailed case.
+Normal rank
@@ Property / cites work @@
+Replicate Histograms
@@ Property / cites work: Replicate Histograms / rank @@
+Normal rank
@@ Property / cites work @@
+Inference in Linear Time Series Models with some Unit Roots
+Normal rank
@@ Property / cites work @@
+Vector Autoregressions and Causality
@@ Property / cites work: Vector Autoregressions and Causality / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference in vector autoregressions with possibly integrated processes
+Normal rank
@@ Property / cites work @@
+On the asymptotic properties of the jackknife histogram
+Normal rank
@@ Property / cites work @@
+Inference in possibly integrated vector autoregressive models: Some finite sample evidence
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:261882