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A lag augmentation test for the cointegrating rank of a VAR process
Lütkepohl, Helmut; Saikkonen, Pentti - In: Economics letters 63 (1999) 1, pp. 23-27
Persistent link: https://www.econbiz.de/10001398784
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Calculation of aggregate demand and supply disturbances from a common trends model
Hansson, Jesper - In: Economics letters 65 (1999) 3, pp. 309-314
Persistent link: https://www.econbiz.de/10001422789
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Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems
Arai, Yoichi; Yamamoto, Taku - In: Economics letters 67 (2000) 3, pp. 261-271
Persistent link: https://www.econbiz.de/10001473663
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Long run recursive VAR models and QR decompositions
Hoffmann, Mathias - In: Economics letters 73 (2001) 1, pp. 15-20
Persistent link: https://www.econbiz.de/10001613310
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On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lütkepohl, Helmut - In: Economics letters 73 (2001) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001613404
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Incorporating lag order selection uncertainty in parameter inference for AR models
Kapetanios, George - In: Economics letters 72 (2001) 2, pp. 137-144
Persistent link: https://www.econbiz.de/10001589216
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Regime-dependent impulse response functions in a Markov-switching vector autoregression model
Ehrmann, Michael; Ellison, Martin; Valla, Natacha - In: Economics letters 78 (2003) 3, pp. 295-299
Persistent link: https://www.econbiz.de/10001741110
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An impulse-response function for a vector autoregression with multivariate GARCH-in-mean
Elder, John - In: Economics letters 79 (2003) 1, pp. 21-26
Persistent link: https://www.econbiz.de/10001741256
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Globalization and the inequality among nations : a VAR approach
Dutt, Amitava Krishna; Mukhopadhyay, Kajal - In: Economics letters 88 (2005) 3, pp. 295-299
Persistent link: https://www.econbiz.de/10003035317
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How accurate are confidence intervals for impulse responses in large VAR models?
Kilian, Lutz; Chang, Pao-Li - In: Economics letters 69 (2000) 3, pp. 299-307
Persistent link: https://www.econbiz.de/10001525599