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subject:"VAR model"
~subject:"USA"
~isPartOf:"Econometric theory"
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Search: subject_exact:"ARDL approach"
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VAR model
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Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume
;
Mavroeidis, Sophocles
;
Zhang, Zhaoguo
- In:
Econometric theory
36
(
2020
)
1
,
pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
Saved in:
2
Determining the cointegration rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 349-382
Persistent link: https://www.econbiz.de/10011950959
Saved in:
3
Trygve Haavelmo's experimental methodology and scenario analysis in a cointegrated vector autoregression
Hoover, Kevin D.
;
Jusélius, Katarina
- In:
Econometric theory
31
(
2015
)
2
,
pp. 249-274
Persistent link: https://www.econbiz.de/10010532066
Saved in:
4
Haavelmo's probability approach and the cointegrated VAR
Jusélius, Katarina
- In:
Econometric theory
31
(
2015
)
2
,
pp. 213-232
Persistent link: https://www.econbiz.de/10010532069
Saved in:
5
The likelihood ratio test for cointegration ranks in the I(2) model
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Econometric theory
23
(
2007
)
4
,
pp. 615-637
Persistent link: https://www.econbiz.de/10003549573
Saved in:
6
A modified information criterion for cointegration tests based on a VAR approximation
Qu, Zhongjun
;
Perron, Pierre
- In:
Econometric theory
23
(
2007
)
4
,
pp. 638-685
Persistent link: https://www.econbiz.de/10003549586
Saved in:
7
Break date estimation for VAR processes with level shift with an application to cointegration testing
Saikkonen, Pentti
;
Lütkepohl, Helmut
;
Trenkler, Carsten
- In:
Econometric theory
22
(
2006
)
1
,
pp. 15-68
Persistent link: https://www.econbiz.de/10003272608
Saved in:
8
A note on testing restrictions for the cointegration parameters of a VAR with I (2) variables
Johansen, Søren
;
Lütkepohl, Helmut
- In:
Econometric theory
21
(
2005
)
3
,
pp. 653-658
Persistent link: https://www.econbiz.de/10002794790
Saved in:
9
Identification and dichotomization of long- and short-run relations of cointegrated vector autoregressive models
Hsiao, Cheng
- In:
Econometric theory
17
(
2001
)
5
,
pp. 889-912
Persistent link: https://www.econbiz.de/10001609161
Saved in:
10
Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
16
(
2000
)
3
,
pp. 373-406
Persistent link: https://www.econbiz.de/10001507493
Saved in:
11
Approximation of the asymptotic distribution of the log likelihood ratio test for cointegration
Larsson, Rolf
- In:
Econometric theory
15
(
1999
)
6
,
pp. 789-813
Persistent link: https://www.econbiz.de/10001507477
Saved in:
12
Cointegrating regressions with time varying coefficients
Park, Joon Y.
;
Hahn, Sang B.
- In:
Econometric theory
15
(
1999
)
5
,
pp. 664-703
Persistent link: https://www.econbiz.de/10001483394
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