Pages that link to "Item:Q5427679"
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The following pages link to Estimation of impulse response functions using long autoregression (Q5427679):
Displaying 9 items.
- Impulse response matching estimators for DSGE models (Q341903) (← links)
- Frequency domain inference for univariate impulse responses (Q1292332) (← links)
- Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (Q1753051) (← links)
- The impulse response function of the long memory GARCH process (Q1928718) (← links)
- Estimating impulse response functions when the shock series is observed (Q2421464) (← links)
- Spectral Estimation of the Multivariate Impulse Response (Q2968473) (← links)
- Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (Q4366074) (← links)
- Estimation and inference for impulse response functions from univariate strongly persistent processes (Q5093215) (← links)
- State-dependent local projections (Q6664642) (← links)