Pages that link to "Item:Q3142742"
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The following pages link to Asymptotic Distributions of Impulse Responses, Step Responses, and Variance Decompositions of Estimated Linear Dynamic Models (Q3142742):
Displaying 12 items.
- The real consequences of financial stress (Q900379) (← links)
- Construction of the exact Fisher information matrix of Gaussian time series models by means of matrix differential rules (Q1595150) (← links)
- Computation of the exact information matrix of Gaussian dynamic regression time series models (Q1807120) (← links)
- Inference on impulse response functions in structural VAR models (Q2448406) (← links)
- Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data (Q3368288) (← links)
- Inference for VARs identified with sign restrictions (Q4625062) (← links)
- Weighted‐Covariance Factor Decomposition of Varma Models Applied to Forecasting Quarterly U.S. Real GDP at Monthly Intervals (Q4973952) (← links)
- ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS (Q5218426) (← links)
- Estimating a Banking-Macro Model Using a Multi-regime VAR (Q5258071) (← links)
- ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS (Q5696352) (← links)
- Calculating and analyzing impulse responses for the vector ARFIMA model. (Q5940890) (← links)
- Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270) (← links)
