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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Revision as of 16:33, 29 May 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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