Pages that link to "Item:Q583758"
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The following pages link to A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals (Q583758):
Displaying 5 items.
- Asymptotic distributions of impulse response functions in short panel vector autoregressions (Q737958) (← links)
- Moving-average representation of autoregressive approximations (Q1910902) (← links)
- Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models (Q2155313) (← links)
- ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS (Q5696352) (← links)
- Inference for impulse response coefficients from multivariate fractionally integrated processes (Q5864455) (← links)
