Pages that link to "Item:Q4355151"
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The following pages link to Making wald tests work for cointegrated VAR systems (Q4355151):
Displayed 32 items.
- Subsampling vector autoregressive tests of linear constraints (Q261882) (← 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)
- 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)
- A lag augmentation test for the cointegrating rank of a VAR process (Q1285813) (← links)
- Modified Wald tests under nonregular conditions (Q1362502) (← links)
- Delta-method inference for a class of set-identified SVARs (Q1706496) (← links)
- Foreign direct investment, exports and domestic performance in Mexico: a causality analysis. (Q1852941) (← links)
- Comparison of local projection estimators for proxy vector autoregressions (Q2115944) (← links)
- Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) (← 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)
- Bootstrapping cointegration tests under structural co-breaks: A robust extended ECM test (Q2474782) (← 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)
- Multivariate-based causality tests of twin deficits in the US (Q3591744) (← links)
- Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (Q3593523) (← links)
- ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES (Q3632406) (← links)
- A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems (Q4407101) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- Partial unit root and surplus-lag Granger causality testing: A Monte Carlo simulation study (Q4606471) (← links)
- Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes (Q4973949) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY (Q5051516) (← links)
- CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
- A revisitation of the export-led growth hypothesis in Malaysia using the leveraged bootstrap simulation and rolling causality techniques (Q5129117) (← links)
- A comparison of some common methods for detecting Granger noncausality (Q5290893) (← links)