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Testing Normalization and Overidentification of Cointegrating Vectors in Vector Autoregressive Processes
Saikkonen, P. - In: Econometric reviews 18 (1999) 3, pp. 235-258
Persistent link: https://www.econbiz.de/10006913204
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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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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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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
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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
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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
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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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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