Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems (Q1978764): Difference between revisions
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| Property / cites work: Estimation for Partially Nonstationary Multivariate Autoregressive Models / rank | |||
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| Property / cites work: Statistical analysis of cointegration vectors / rank | |||
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| Property / cites work: Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models / rank | |||
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| Property / cites work: Impulse response analysis of cointegrated systems / rank | |||
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| Property / cites work: Impulse response and forecast error variance asymptotics in nonstationary VARs / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/s0165-1765(99)00278-5 / rank | |||
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| Property / OpenAlex ID: W2088095516 / rank | |||
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Latest revision as of 09:51, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems |
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Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems (English)
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4 June 2000
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cointegration
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impulse response
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reduced rank regression
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