Pages that link to "Item:Q737958"

The following pages link to Asymptotic distributions of impulse response functions in short panel vector autoregressions (Q737958):

Displaying 5 items.

• A note on the asymptotic distribution of impulse response functions of estimated VAR models with orthogonal residuals (Q583758) (← links)
• Impulse response and forecast error variance asymptotics in nonstationary VARs (Q1377303) (← links)
• Improved GMM estimation of panel VAR models (Q1659117) (← links)
• Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions (Q2176323) (← links)
• First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)