Pages that link to "Item:Q3295725"
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The following pages link to Unit Roots, Cointegration, and Pretesting in Var Models (Q3295725):
Displaying 6 items.
- Artifactual unit root behavior of value at risk (VaR) (Q297153) (← links)
- Joint detection of unit roots and cointegration: data-based simulation (Q883241) (← links)
- The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
- (Q3167160) (← links)
- How does economic policy uncertainty respond to permanent and transitory shocks? (Q6154058) (← links)
- Structural VAR models in the frequency domain (Q6175543) (← links)