Pages that link to "Item:Q1377303"
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The following pages link to Impulse response and forecast error variance asymptotics in nonstationary VARs (Q1377303):
Displaying 15 items.
- Impact factors (Q265013) (← links)
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
- Median unbiased forecasts for highly persistent autoregressive processes (Q1868967) (← links)
- Determining long-run neutrality in a partially nonstationary model (Q1929099) (← links)
- Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems (Q1978764) (← links)
- Financial vs. policy uncertainty in emerging market economies (Q2002436) (← links)
- The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
- Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
- Closed-form expressions for the regular part coefficients in matrix polynomial inversion and related results (Q2994899) (← links)
- Asymptotic confidence intervals for impulse responses of near‐integrated processes (Q3023035) (← links)
- EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX (Q3377457) (← links)
- Tests for Long-Run Granger Non-Causality in Cointegrated Systems (Q3440764) (← links)
- Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process (Q4677032) (← links)
- Granger's representation theorem: A closed‐form expression for I(1) processes (Q5706716) (← links)
- Structural VAR models in the frequency domain (Q6175543) (← links)
