Pages that link to "Item:Q4286289"
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The following pages link to Vector Autoregressions and Causality (Q4286289):
Displayed 44 items.
- Subsampling vector autoregressive tests of linear constraints (Q261882) (← links)
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- Granger causality and the sampling of economic processes (Q291700) (← links)
- 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)
- Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (Q291863) (← links)
- Measuring frequency domain Granger causality for multiple blocks of interacting time series (Q353890) (← links)
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- The length of the effect of aggregate advertising on aggregate consumption (Q673577) (← links)
- A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
- A note on hypothesis testing based on the fully modified vector autoregression (Q811715) (← 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)
- The spurious effect of unit roots on vector autoregressions. An analytical study (Q1314477) (← links)
- Statistical inference in vector autoregressions with possibly integrated processes (Q1347103) (← links)
- Do core inflation measures help forecast inflation?: Out-of-sample evidence from French data (Q1583392) (← links)
- Inference on one-way effect and evidence in Japanese macroeconomic data (Q1586548) (← links)
- The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (Q1922364) (← links)
- Pushing the limit? Fiscal policy in the European Monetary Union (Q1994160) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- A survey of exogeneity in vector error correction models (Q2197390) (← links)
- On the evaluation of information flow in multivariate systems by the directed transfer function (Q2373185) (← links)
- Economic fluctuations and fiscal policy in Europe: a political business cycles approach using panel data and clustering (1996--2013) (Q2416160) (← links)
- Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← links)
- Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors (Q2672925) (← links)
- Fully modified least squares cointegrating parameter estimation in multicointegrated systems (Q2682951) (← links)
- Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests (Q2687892) (← links)
- EMPIRICAL LIKELIHOOD TEST FOR CAUSALITY OF BIVARIATE AR(1) PROCESSES (Q2878812) (← links)
- CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS (Q3022097) (← links)
- INTEGRATION OF GLOBAL CAPITAL MARKETS: AN EMPIRICAL EXPLORATION (Q3022101) (← links)
- Lag‐augmented two‐ and three‐stage least squares estimators for integrated structural dynamic models (Q3594913) (← links)
- ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES (Q3632406) (← links)
- ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY (Q4406236) (← links)
- A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems (Q4407101) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- THE RANK OF A SUBMATRIX OF COINTEGRATION (Q4680625) (← links)
- Vector autoregression and causality: a theoretical overview and simulation study (Q4853082) (← links)
- Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes (Q4973949) (← links)
- Granger-causality in Markov switching models (Q5130215) (← links)
- MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY (Q5177925) (← links)
- A comparison of some common methods for detecting Granger noncausality (Q5290893) (← links)
- A comparison between tests for changes in the adjustment coefficients in cointegrated systems (Q5457920) (← links)