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Generalised vec operators and the seemingly unrelated regression equations model with vector correlated disturbances
Turkington, Darrell A. - In: Journal of econometrics 99 (2000) 2, pp. 225-253
Persistent link: https://www.econbiz.de/10001511968
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Inference on one-way effect and evidence in Japanese macroeconomic data
Yao, Feng; Hosoya, Yuzo - In: Journal of econometrics 98 (2000) 2, pp. 225-255
Persistent link: https://www.econbiz.de/10001497780
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Testing exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren; Swensen, Anders Rygh - In: Journal of econometrics 93 (1999) 1, pp. 73-91
Persistent link: https://www.econbiz.de/10001406640
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Weak exogeneity in I(2) VAR systems
Paruolo, Paolo; Rahbek, Anders - In: Journal of econometrics 93 (1999) 2, pp. 281-308
Persistent link: https://www.econbiz.de/10001406658
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Testing for the cointegrating rank of a VAR process with a time trend
Lütkepohl, Helmut; Saikkonen, Pentti - In: Journal of econometrics 95 (2000) 1, pp. 177-198
Persistent link: https://www.econbiz.de/10001432560
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Exact small-sample inference in stationary, fully regular, dynamic demand models
Deschamps, Jean-Philippe - In: Journal of econometrics 97 (2000) 1, pp. 51-91
Persistent link: https://www.econbiz.de/10001487312
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Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.; Phillips, Peter C. B. - In: Journal of econometrics 91 (1999) 2, pp. 227-271
Persistent link: https://www.econbiz.de/10001382089
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Trend stationarity in the I(2) cointegration model
Rahbek, Anders; Kongsted, Hans Christian; Jørgensen, … - In: Journal of econometrics 90 (1999) 2, pp. 265-289
Persistent link: https://www.econbiz.de/10001382131
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Block recursion and structural vector autoregressions
Zha, Tao - In: Journal of econometrics 90 (1999) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10001382134
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Comparison of tests for the cointegrating rank of a VAR process with a structural shift
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten - In: Journal of econometrics 113 (2003) 2, pp. 201-229
Persistent link: https://www.econbiz.de/10001738893