Pages that link to "Item:Q1822190"
From MaRDI portal
The following pages link to Inference in dynamic models containing 'surprise' variables (Q1822190):
Displaying 10 items.
- Econometric analysis of linearized singular dynamic stochastic general equilibrium models (Q278276) (← links)
- A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals (Q583758) (← links)
- Asymptotic distributions of impulse response functions in short panel vector autoregressions (Q737958) (← links)
- Prediction in dynamic models with time-dependent conditional variances (Q1185107) (← links)
- Impulse response analysis of cointegrated systems (Q1186063) (← links)
- On the relationship between impulse response analysis, innovation accounting and Granger causality (Q1318524) (← links)
- Cointegration and speed of convergence to equilibrium (Q1915442) (← links)
- ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS (Q5696352) (← links)
- Econometric tests of rationality and market efficiency (Q5750316) (← links)
- Inference for impulse response coefficients from multivariate fractionally integrated processes (Q5864455) (← links)
