Pages that link to "Item:Q4853082"
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The following pages link to Vector autoregression and causality: a theoretical overview and simulation study (Q4853082):
Displayed 10 items.
- Aggregation over time, error correction models and Granger causality: (Q671688) (← links)
- Testing cointegrating coefficients in vector autoregressive error correction models (Q1128547) (← links)
- A note on the causality between export and productivity: an empirical re-examination (Q1274798) (← links)
- Inference in possibly integrated vector autoregressive models: Some finite sample evidence (Q1298437) (← links)
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
- INTEGRATION OF GLOBAL CAPITAL MARKETS: AN EMPIRICAL EXPLORATION (Q3022101) (← links)
- Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (Q3593523) (← links)
- ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES (Q3632406) (← links)
- Finite sample performance of the model selection approach in co-integration analysis (Q3636775) (← links)
- A comparison of some common methods for detecting Granger noncausality (Q5290893) (← links)
