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Making wald tests work for cointegrated VAR systems
Dolado, Juan J.
- In:
Econometric reviews
15
(
1996
)
4
,
pp. 369-386
Persistent link: https://www.econbiz.de/10001210400
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A review of systems cointegration tests
Hubrich, Kirsten
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Econometric reviews
20
(
2001
)
3
,
pp. 247-318
Persistent link: https://www.econbiz.de/10001606186
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3
Problems related to confidence intervals for impulse responses of autoregressive processes
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Neumann, Michael H.
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 69-103
Persistent link: https://www.econbiz.de/10001455663
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4
A Review of Systems Cointegration Tests
Hubrich, K.
;
Lütkepohl, H.
;
Saikkonen, R.
- In:
Econometric reviews
20
(
2001
)
3
,
pp. 247-318
Persistent link: https://www.econbiz.de/10006900057
Saved in:
5
Problems Related to Confidence Intervals for Impulse Responses of Autoregressive Processes
Benkwitz, A.
;
Lütkepohl, H.
;
Neumann, M.H.
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 69-104
Persistent link: https://www.econbiz.de/10006909651
Saved in:
6
Problems Related to Confidence Intervals for Impulse Responses of Autoregressive Processes
Benkwitz, A.
;
Lütkepohl, H.
;
Neumann, M.H.
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 69-104
Persistent link: https://www.econbiz.de/10006909659
Saved in:
7
Making Wald Tests Work for Cointegrated VAR Systems
Dolado, J.J.
;
Lütkepohl, H.
- In:
Econometric reviews
15
(
1996
)
4
,
pp. 369-386
Persistent link: https://www.econbiz.de/10006931844
Saved in:
8
Interpretation of Cointegration Relations -- Comments on "Estimating Systems of Trending Variables"
Lütkepohl, H.
- In:
Econometric reviews
13
(
1994
)
3
,
pp. 391-394
Persistent link: https://www.econbiz.de/10006945885
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