Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems (Q1978764): Difference between revisions

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+Estimation for Partially Nonstationary Multivariate Autoregressive Models
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@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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@@ Property / cites work @@
+Impulse response analysis of cointegrated systems
@@ Property / cites work: Impulse response analysis of cointegrated systems / rank @@
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+Impulse response and forecast error variance asymptotics in nonstationary VARs
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+https://doi.org/10.1016/s0165-1765(99)00278-5
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+W2088095516
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