Pages that link to "Item:Q1186063"
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The following pages link to Impulse response analysis of cointegrated systems (Q1186063):
Displayed 16 items.
- The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
- The market impact of a limit order (Q433360) (← links)
- Generalized impulse response analysis in linear multivariate models (Q1128549) (← links)
- Impulse response analysis in infinite order cointegrated vector autoregressive processes (Q1372925) (← links)
- Interval forecasting in cointegrated systems (Q1907865) (← links)
- Cointegration and speed of convergence to equilibrium (Q1915442) (← links)
- Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems (Q1978764) (← links)
- On the determinants of data breaches: a cointegration analysis (Q2044811) (← links)
- Cointegration analysis of brand and category sales: Stationarity and long-run equilibrium in market shares (Q2744947) (← links)
- Closed-form expressions for the regular part coefficients in matrix polynomial inversion and related results (Q2994899) (← links)
- Tests for Long-Run Granger Non-Causality in Cointegrated Systems (Q3440764) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- Limited information-processing capacity and asymmetric stock correlations (Q4683041) (← links)
- Volatility modeling and prediction: the role of price impact (Q5120732) (← links)
- ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS (Q5696352) (← links)
- Granger's representation theorem: A closed‐form expression for I(1) processes (Q5706716) (← links)