Pages that link to "Item:Q1372925"
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The following pages link to Impulse response analysis in infinite order cointegrated vector autoregressive processes (Q1372925):
Displaying 13 items.
- Short run and long run causality in time series: inference (Q291702) (← links)
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- Asymptotics for estimation of quantile regressions with truncated infinite-dimensional proc\-ess\-es (Q1000576) (← links)
- Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
- Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (Q1753051) (← links)
- Estimating cointegrated systems using subspace algorithms (Q1868966) (← links)
- A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION (Q2886962) (← links)
- Closed-form expressions for the regular part coefficients in matrix polynomial inversion and related results (Q2994899) (← links)
- Bootstrapping impulse responses in VAR analyses (Q3297928) (← links)
- ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM (Q5051523) (← links)
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity (Q5436943) (← links)
- AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS (Q5697626) (← links)
- Granger's representation theorem: A closed‐form expression for I(1) processes (Q5706716) (← links)
