Pages that link to "Item:Q1314477"
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The following pages link to The spurious effect of unit roots on vector autoregressions. An analytical study (Q1314477):
Displaying 8 items.
- Statistical inference in vector autoregressions with possibly integrated processes (Q1347103) (← links)
- Tests for Long-Run Granger Non-Causality in Cointegrated Systems (Q3440764) (← links)
- Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (Q3593523) (← links)
- A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems (Q4407101) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY (Q5051516) (← links)
- A comparison between tests for changes in the adjustment coefficients in cointegrated systems (Q5457920) (← links)
- On spurious Granger causality (Q5958408) (← links)
- Anthropogenic global warming hypothesis: testing its robustness by Granger causality analysis (Q6089989) (← links)
