Pages that link to "Item:Q291702"

The following pages link to Short run and long run causality in time series: inference (Q291702):

Displaying 17 items.

• Short run and long run causality in time series: inference (Q291702) (← links)
• Testing for short- and long-run causality: a frequency-domain approach (Q291704) (← links)
• Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
• Two-step adaptive model selection for vector autoregressive processes (Q391558) (← links)
• Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
• Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
• Speed of adjustment in cointegrated systems (Q736565) (← links)
• Comparison of local projection estimators for proxy vector autoregressions (Q2115944) (← links)
• Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality (Q2227063) (← links)
• Short and long run causality measures: theory and inference (Q2630148) (← links)
• On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling (Q3120662) (← links)
• ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES (Q3632406) (← links)
• (Q5011557) (← links)
• Granger-causal analysis of GARCH models: A Bayesian approach (Q5034254) (← links)
• Testing for Granger causality with mixed frequency data (Q5964759) (← links)
• Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain (Q6135335) (← links)
• Directed graphs and variable selection in large vector autoregressive models (Q6135342) (← links)