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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
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Validating dsge models with SVARs and high-dimensional dynamic factor models
Lippi, Marco - In: Econometric theory 39 (2023) 6, pp. 1273-1291
Persistent link: https://www.econbiz.de/10014465374
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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
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Estimation-adjusted VAR
Gouriéroux, Christian; Zakoïan, Jean-Michel - In: Econometric theory 29 (2013) 4, pp. 735-770
Persistent link: https://www.econbiz.de/10010210164
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Asymptotic inference on the moving average impact matrix in cointegrated /(2) VAR systems
Paruolo, Paolo - In: Econometric theory 18 (2002) 3, pp. 673-690
Persistent link: https://www.econbiz.de/10001673450
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Automatic inference for infinite order vector autoregressions
Kuersteiner, Guido M. - In: Econometric theory 21 (2005) 1, pp. 85-115
Persistent link: https://www.econbiz.de/10002674639
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - In: Econometric theory 21 (2005) 4, pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
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Strong consistency results for least squares estimators in general vector autoregressions with deterministic terms
Nielsen, Bent - In: Econometric theory 21 (2005) 3, pp. 534-561
Persistent link: https://www.econbiz.de/10002794764
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Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki - In: Econometric theory 39 (2023) 4, pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
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Instrumental variables inference in a small-dimensional var model with dynamic latent factors
Carlini, Federico; Gagliardini, Patrick - In: Econometric theory 40 (2024) 4, pp. 705-751
Persistent link: https://www.econbiz.de/10015154304