Pages that link to "Item:Q4286289"
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The following pages link to Vector Autoregressions and Causality (Q4286289):
Displayed 23 items.
- The length of the effect of aggregate advertising on aggregate consumption (Q673577) (← 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)
- On the evaluation of information flow in multivariate systems by the directed transfer function (Q2373185) (← links)
- Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← 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)
- 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)