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Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank, (2003)
Separation, weak exogeneity and P-T decomposition in cointegrated VAR systems with common features
Hecq, Alain W. J., (2002)
VECM and variance decomposition : an application to the consumption-wealth ratio
Silatchom, François De Paul, (2017)
An IV framework for combining sign and long-run parametric restrictions in SVARs
Fisher, Lance A., (2019)
Combining sign and parametric restrictions in SVARs by utilising Givens rotations
Fisher, Lance A., (2020)
Identification methods in vector-error correction models : equivalence results
Fisher, Lance A., (2014)