Pages that link to "Item:Q898587"
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The following pages link to Inference in VARs with conditional heteroskedasticity of unknown form (Q898587):
Displaying 16 items.
- Structural vector autoregressions with smooth transition in variances (Q77370) (← links)
- Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
- Wild bootstrap tests for autocorrelation in vector autoregressive models (Q1685299) (← links)
- Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
- Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach (Q2125968) (← links)
- Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
- Monetary policy announcements, information shocks, and exchange rate dynamics (Q6049590) (← links)
- Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles (Q6111414) (← links)
- Local projections, autocorrelation, and efficiency (Q6185467) (← links)
- An identification and testing strategy for proxy-SVARs with weak proxies (Q6193061) (← links)
- Heteroskedastic proxy vector autoregressions: an identification-robust test for time-varying impulse responses in the presence of multiple proxies (Q6567094) (← links)
- Small sample adjustment for hypotheses testing on cointegrating vectors (Q6581765) (← links)
- GMM Estimation of Non-Gaussian Structural Vector Autoregression (Q6617737) (← links)
- Heteroscedastic Proxy Vector Autoregressions (Q6620946) (← links)
- Asymptotically Valid Bootstrap Inference for Proxy SVARs (Q6621000) (← links)
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)
