EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX (Q3377457): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Impulse response and forecast error variance asymptotics in nonstationary VARs
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@@ Property / cites work @@
+Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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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 @@
+A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
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@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466605050449
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@@ Property / OpenAlex ID @@
+W2163669285
@@ Property / OpenAlex ID: W2163669285 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3377457