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1
Noncausal vector AR processes with application to economic time series
Davis, Richard A.
;
Li, Song
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 246-267
Persistent link: https://www.econbiz.de/10012439692
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2
A computationally efficient method for vector autoregression with mixed frequency data
Qian, Hang
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 433-437
Persistent link: https://www.econbiz.de/10011704991
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3
Subsampling vector autoregressive tests of linear constraints
Choi, In
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 55-89
Persistent link: https://www.econbiz.de/10002439389
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4
Testing for Granger causality with mixed frequency data
Ghysels, Eric
;
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
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5
Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
- In:
Journal of econometrics
225
(
2021
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
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6
Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.
;
Hecq, Alain W. J.
;
Smeekes, Stephan
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
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7
Statistical inference on cointegration rank in error correction models with stationary covariates
Seo, Byeongseon
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 339-385
Persistent link: https://www.econbiz.de/10001240187
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8
System estimators of cointegrating matrix in absence of normalising information
Yang, Minxian
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 317-337
Persistent link: https://www.econbiz.de/10001240188
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9
Adaptive estimation of cointegration regressions with ARMA errors
Hodgson, Douglas J.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 231-267
Persistent link: https://www.econbiz.de/10001240194
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10
Analysis of cointegration vectors using the GMM approach
Quintos, Carmela E.
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 155-188
Persistent link: https://www.econbiz.de/10001240377
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