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~isPartOf:"Theoretical economics letters"
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ECONIS (ZBW)
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1
Structural inference in sparse high-dimensional vector autoregressions
Krampe, Jonas
;
Paparoditis, Efstathios
;
Trenkler, Carsten
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 276-300
Persistent link: https://www.econbiz.de/10014364826
Saved in:
2
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
Saved in:
3
Large-dimensional dynamic factor models : estimation of
impulse–response
functions with I(1) cointegrated factors
Barigozzi, Matteo
;
Lippi, Marco
;
Luciani, Matteo
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 455-482
Persistent link: https://www.econbiz.de/10012619245
Saved in:
4
Inference in structural Vector Autoregressions identified with an external instrument
Olea, José Luis Montiel
;
Stock, James H.
;
Watson, Mark W.
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10013279009
Saved in:
5
Empirical analysis of relationship between per capita health expenditure and economic growth based on vector autoregressive model (VAR) in Mongolia
Bayarbat, Uranbileg
;
Li, Yibing
- In:
Theoretical economics letters
10
(
2020
)
1
,
pp. 154-168
Persistent link: https://www.econbiz.de/10012491523
Saved in:
6
The uniform validity of
impulse
response
inference in autoregressions
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 450-472
Persistent link: https://www.econbiz.de/10012439494
Saved in:
7
Testing for Dornbusch and delayed overshooting : setting the record straight
Pippenger, John E.
- In:
Theoretical economics letters
9
(
2019
)
5
,
pp. 1489-1506
Persistent link: https://www.econbiz.de/10012104489
Saved in:
8
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
9
Impulse
response
matching estimators for DSGE models
Guerrón-Quintana, Pablo A.
;
Inoue, Atsushi
;
Kilian, Lutz
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 144-155
Persistent link: https://www.econbiz.de/10011743789
Saved in:
10
Fixed-effects dynamic spatial panel data models and
impulse
response
analysis
Li, Kunpeng
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 102-121
Persistent link: https://www.econbiz.de/10011818371
Saved in:
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