Pages that link to "Item:Q1347103"

The following pages link to Statistical inference in vector autoregressions with possibly integrated processes (Q1347103):

Displaying 46 items.

• Subsampling vector autoregressive tests of linear constraints (Q261882) (← links)
• Patenting, intellectual property rights and sectoral outputs in Industrial Revolution Britain, 1780--1851 (Q280259) (← 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)
• A simple panel stationarity test in the presence of serial correlation and a common factor (Q433709) (← links)
• The relationship between budgetary expenditure and economic growth in Poland (Q441045) (← links)
• Enhancing the local power of IVX-based tests in predictive regressions (Q485604) (← links)
• Instrumental variable and variable addition based inference in predictive regressions (Q494409) (← links)
• Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
• The Japanese stock market and the macroeconomy: An empirical investigation (Q1000390) (← links)
• A note on the causality between export and productivity: an empirical re-examination (Q1274798) (← links)
• A lag augmentation test for the cointegrating rank of a VAR process (Q1285813) (← links)
• Inference in possibly integrated vector autoregressive models: Some finite sample evidence (Q1298437) (← links)
• Modified Wald tests under nonregular conditions (Q1362502) (← links)
• Modelling the causal relationship between energy consumption and GDP in new Zealand, Australia, India, Indonesia, the Philippines and Thailand. (Q1427761) (← links)
• Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
• New Zealand economic growth--endogenous or exogenous? (Q1614008) (← links)
• How long the singular value decomposed entropy predicts the stock market? -- Evidence from the Dow Jones industrial average index (Q1619493) (← links)
• Dynamic causality between stock return and exchange rate: is stock-oriented hypothesis more relevant in Malaysia? (Q1627835) (← links)
• International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
• Delta-method inference for a class of set-identified SVARs (Q1706496) (← links)
• Systemic risk in Europe: deciphering leading measures, common patterns and real effects (Q1744874) (← links)
• Foreign direct investment, exports and domestic performance in Mexico: a causality analysis. (Q1852941) (← links)
• Say anything you want about me if you spell my name right: the effect of Internet searches on financial market (Q2045629) (← links)
• Comparison of local projection estimators for proxy vector autoregressions (Q2115944) (← links)
• Modeling the predictive power of the singular value decomposition-based entropy. Empirical evidence from the Dow Jones Global Titans 50 index (Q2163662) (← links)
• Foreign direct investments, renewable electricity output, and ecological footprints: do financial globalization facilitate renewable energy transition and environmental welfare in Bangladesh? (Q2172531) (← links)
• The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
• Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
• News and narratives in financial systems: exploiting big data for systemic risk assessment (Q2246602) (← links)
• Economic fluctuations and fiscal policy in Europe: a political business cycles approach using panel data and clustering (1996--2013) (Q2416160) (← links)
• Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (Q2474782) (← links)
• Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models (Q2629585) (← links)
• Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors (Q2672925) (← links)
• Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests (Q2687892) (← links)
• On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing (Q2687897) (← links)
• A new robust inference for predictive quantile regression (Q2697984) (← links)
• EMPIRICAL LIKELIHOOD TEST FOR CAUSALITY OF BIVARIATE AR(1) PROCESSES (Q2878812) (← links)
• INTEGRATION OF GLOBAL CAPITAL MARKETS: AN EMPIRICAL EXPLORATION (Q3022101) (← links)
• Tests for Long-Run Granger Non-Causality in Cointegrated Systems (Q3440764) (← links)
• DO RISING REAL WAGES INCREASE THE RATE OF LABOR-SAVING TECHNICAL CHANGE? SOME ECONOMETRIC EVIDENCE (Q4673645) (← links)
• Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes (Q4973949) (← links)
• Anthropogenic global warming hypothesis: testing its robustness by Granger causality analysis (Q6089989) (← links)
• Clean energy consumption and economic growth in China: a time-varying analysis (Q6138248) (← links)
• Does household borrowing reduce the trade balance? Evidence from developing and developed countries (Q6138862) (← links)