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Focused information criterion for locally misspecified vector autoregressive models
Lohmeyer, Jan
;
Palm, Franz C.
;
Reuvers, Hanno
;
Urbain, …
- In:
Econometric reviews
38
(
2019
)
7
,
pp. 763-792
Persistent link: https://www.econbiz.de/10012181357
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2
Inference for impulse response coefficients from multivariate fractionally integrated processes
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 60-84
Persistent link: https://www.econbiz.de/10011794639
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