Pages that link to "Item:Q736675"
From MaRDI portal
The following pages link to Some identification problems in the cointegrated vector autoregressive model (Q736675):
Displaying 10 items.
- Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order (Q524820) (← links)
- Misinterpreting the dynamic effects of aggregate demand and supply disturbances (Q672617) (← links)
- Identification and overidentification in SVECMs (Q709088) (← links)
- Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables (Q736554) (← links)
- Normalising cointegrating relationships subject to long-run exclusion (Q777694) (← links)
- Regression-based analysis of cointegration systems (Q2346014) (← links)
- Econometric analysis of structural systems with permanent and transitory shocks (Q2654404) (← links)
- TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS (Q4979497) (← links)
- A systematic framework for analyzing the dynamic effects of permanent and transitory shocks. (Q5958098) (← links)
- On the Identification of Fractionally Cointegrated VAR Models With the<i>F(d)</i>Condition (Q6634848) (← links)