Long- versus medium-run identification in fractionally integrated VAR models (Q2512358): Difference between revisions

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+Long memory processes and fractional integration in econometrics
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+Fractional integration and impulse responses: a bivariate application to real output in the USA and four Scandinavian countries
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+Calculating and analyzing impulse responses for the vector ARFIMA model.
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+Generalized impulse response analysis in a fractionally integrated vector autoregressive model
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+TECHNOLOGY SHOCKS AND HOURS WORKED: A FRACTIONAL INTEGRATION PERSPECTIVE
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+A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES
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+Fractional ARIMA with stable innovations
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+Q4716820
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+Long- versus medium-run identification in fractionally integrated VAR models
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