Pages that link to "Item:Q4493479"
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The following pages link to Modified lag augmented vector autoregressions (Q4493479):
Displaying 6 items.
- Short run and long run causality in time series: inference (Q291702) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
- Augmented IS-LM model based on particular functions (Q2449242) (← links)
- Empirical likelihood test for causality of bivariate AR(1) processes (Q2878812) (← links)
- Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (Q3593523) (← links)