Pages that link to "Item:Q4286289"
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The following pages link to Vector Autoregressions and Causality (Q4286289):
Displaying 50 items.
- Subsampling vector autoregressive tests of linear constraints (Q261882) (← links)
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- Granger causality and the sampling of economic processes (Q291700) (← links)
- Short run and long run causality in time series: inference (Q291702) (← links)
- Testing for short- and long-run causality: a frequency-domain approach (Q291704) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (Q291863) (← links)
- Measuring frequency domain Granger causality for multiple blocks of interacting time series (Q353890) (← links)
- Asymptotics for out of sample tests of Granger causality (Q451271) (← links)
- Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- Testing instantaneous linear Granger causality in presence of nonlinear dynamics (Q650870) (← links)
- The length of the effect of aggregate advertising on aggregate consumption (Q673577) (← links)
- Vector autoregressive models with measurement errors for testing Granger causality (Q716260) (← links)
- A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
- A note on hypothesis testing based on the fully modified vector autoregression (Q811715) (← links)
- Tests of Granger causality by the selection of the orders of a bivariate autoregressive model (Q899880) (← links)
- Further analysis of spurious causality (Q960364) (← links)
- Credit, income, and causality: a contemporary co-integration analysis (Q1044155) (← links)
- Testing causality using efficiently parametrized vector ARMA models (Q1086960) (← links)
- A note on the causality between export and productivity: an empirical re-examination (Q1274798) (← links)
- Inference in possibly integrated vector autoregressive models: Some finite sample evidence (Q1298437) (← links)
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
- The spurious effect of unit roots on vector autoregressions. An analytical study (Q1314477) (← links)
- Simplified conditions for noncausality between vectors in multivariate ARMA models (Q1341213) (← links)
- Statistical inference in vector autoregressions with possibly integrated processes (Q1347103) (← links)
- Modified Wald tests under nonregular conditions (Q1362502) (← links)
- Do core inflation measures help forecast inflation?: Out-of-sample evidence from French data (Q1583392) (← links)
- Inference on one-way effect and evidence in Japanese macroeconomic data (Q1586548) (← links)
- The quasi-likelihood approach to statistical inference on multiple time-series with long-range dependence (Q1922364) (← links)
- Pushing the limit? Fiscal policy in the European Monetary Union (Q1994160) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- A survey of exogeneity in vector error correction models (Q2197390) (← links)
- On the evaluation of information flow in multivariate systems by the directed transfer function (Q2373185) (← links)
- Economic fluctuations and fiscal policy in Europe: a political business cycles approach using panel data and clustering (1996--2013) (Q2416160) (← links)
- Inconsistency of bootstrap for nonstationary, vector autoregressive processes (Q2575555) (← links)
- Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors (Q2672925) (← links)
- Fully modified least squares cointegrating parameter estimation in multicointegrated systems (Q2682951) (← links)
- Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests (Q2687892) (← links)
- Vector autoregressions with unknown mixtures of \(I(0)\), \(I(1)\), and \(I(2)\) components (Q2716477) (← links)
- A class of optimal tests for contemporaneous non-causality in VAR models (Q2852595) (← links)
- Empirical likelihood test for causality of bivariate AR(1) processes (Q2878812) (← links)
- Present value relations, Granger noncausality, and VAR stability (Q2886984) (← links)
- CAUSAL LINKAGES AMONG SHANGHAI, SHENZHEN, AND HONG KONG STOCK MARKETS (Q3022097) (← links)
- INTEGRATION OF GLOBAL CAPITAL MARKETS: AN EMPIRICAL EXPLORATION (Q3022101) (← links)
- Tests for Long-Run Granger Non-Causality in Cointegrated Systems (Q3440764) (← links)
- Lag‐augmented two‐ and three‐stage least squares estimators for integrated structural dynamic models (Q3594913) (← links)
- ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES (Q3632406) (← links)
- ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY (Q4406236) (← links)
- A simple investigation of the Granger-causality test in integrated-cointegrated VAR systems (Q4407101) (← links)
