INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY (Q5051516): Difference between revisions

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+ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP
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+Problems related to confidence intervals for impulse responses of autoregressive processes
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+Making wald tests work for cointegrated VAR systems
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+On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Asymptotic confidence intervals for impulse responses of near‐integrated processes
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+Bootstrapping Autoregressive Processes with Possible Unit Roots
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+Joint confidence sets for structural impulse responses
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+The uniform validity of impulse response inference in autoregressions
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+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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+Uniform Inference in Autoregressive Models
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+One-Dimensional Inference in Autoregressive Models With the Potential Presence of a Unit Root
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+Inference in structural vector autoregressions identified with an external instrument
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+Impulse response confidence intervals for persistent data: what have we learned?
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+Time Series Regression with a Unit Root
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+Regression Theory for Near-Integrated Time Series
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+Asymptotics for linear processes
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+Impulse response and forecast error variance asymptotics in nonstationary VARs
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+On Confidence Intervals for Autoregressive Roots and Predictive Regression
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+Inference in Linear Time Series Models with some Unit Roots
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+The spurious effect of unit roots on vector autoregressions. An analytical study
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+Statistical inference in vector autoregressions with possibly integrated processes
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