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

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+Impulse response and forecast error variance asymptotics in nonstationary VARs
+Normal rank
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+Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Statistical analysis of cointegration vectors
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+A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
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