Inference in possibly integrated vector autoregressive models: Some finite sample evidence (Q1298437): Difference between revisions

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+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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+Understanding spurious regressions in econometrics
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+Fully Modified Least Squares and Vector Autoregression
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+Multiple Time Series Regression with Integrated Processes
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Inference in Linear Time Series Models with some Unit Roots
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+Vector Autoregressions and Causality
@@ Property / cites work: Vector Autoregressions and Causality / rank @@
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@@ Property / cites work @@
+Vector autoregression and causality: a theoretical overview and simulation study
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@@ Property / cites work @@
+Statistical inference in vector autoregressions with possibly integrated processes
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0304-4076(97)00109-7
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+W2085292821
@@ Property / OpenAlex ID: W2085292821 / rank @@
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