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Problems related to confidence intervals for impulse responses of autoregressive processes
Benkwitz, Alexander, (2000)
Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models
Coenen, Günter, (2000)
On bootstrap inference in cointegrating regressions
Psaradakis, Zacharias G., (2001)
Size and power of the error correction model cointegration test : a bootstrap approach
Mantalos, Panagiotis, (1998)
The effect of spillover on the Johansen tests for cointegration : a Monte Carlo analysis
Mantalos, Panagiotis, (2010)
The effect of the GARCH (1,1) on autocorrelation tests in dynamic systems of equations
Mantalos, Panagiotis, (2005)