Pages that link to "Item:Q1978764"
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The following pages link to Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems (Q1978764):
Displaying 5 items.
- A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals (Q583758) (← links)
- Impulse response and forecast error variance asymptotics in nonstationary VARs (Q1377303) (← links)
- EQUIVALENCE OF TWO EXPRESSIONS OF THE IMPACT MATRIX (Q3377457) (← links)
- Tests for Long-Run Granger Non-Causality in Cointegrated Systems (Q3440764) (← links)
- ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED <i>I</i> (2) VAR SYSTEMS (Q4807305) (← links)