Pages that link to "Item:Q1927788"
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The following pages link to Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions (Q1927788):
Displaying 4 items.
- Optimal rank-based tests for block exogeneity in vector autoregressions (Q391529) (← links)
- Block recursion and structural vector autoregressions (Q1298471) (← links)
- Proxy vector autoregressions in a data-rich environment (Q2246689) (← links)
- Tests for overidentifying restrictions in factor-augmented VAR models (Q2343754) (← links)