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Noncausal vector autoregression
Lanne, Markku; Saikkonen, Pentti - In: Econometric theory 29 (2013) 3, pp. 447-481
Persistent link: https://www.econbiz.de/10009778526
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A note on testing restrictions for the cointegration parameters of a VAR with I (2) variables
Johansen, Søren; Lütkepohl, Helmut - In: Econometric theory 21 (2005) 3, pp. 653-658
Persistent link: https://www.econbiz.de/10002794790
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Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume; Mavroeidis, Sophocles; Zhang, Zhaoguo - In: Econometric theory 36 (2020) 1, pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
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Present value relations, Granger noncausality, and VAR stability
Fanelli, Luca - In: Econometric theory 23 (2007) 6, pp. 1254-1260
Persistent link: https://www.econbiz.de/10003591895
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Robust optimal tests for causality in multivariate time series
Saidi, Abdessamad; Roy, Roch - In: Econometric theory 24 (2008) 4, pp. 948-987
Persistent link: https://www.econbiz.de/10003736842
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Tests for nonlinear cointegration
Choi, In; Saikkonen, Pentti - In: Econometric theory 26 (2010) 3, pp. 682-709
Persistent link: https://www.econbiz.de/10003992424
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Empirical likelihood test for causality of bivariate AR(1) processes
Li, Deyuan; Chan, Ngai Hang; Lian, Peng - In: Econometric theory 30 (2014) 2, pp. 357-371
Persistent link: https://www.econbiz.de/10010399760
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Automatic inference of the contemporaneous causal order of a system of equations
Hoover, Kevin D. - In: Econometric theory 21 (2005) 1, pp. 69-77
Persistent link: https://www.econbiz.de/10002674573
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Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 15 (1999) 1, pp. 50-78
Persistent link: https://www.econbiz.de/10001381809
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Combining estimates of conditional treatment effects
Rolling, Craig A.; Yang, Yuhong; Velez, Dagmar - In: Econometric theory 35 (2019) 6, pp. 1089-1110
Persistent link: https://www.econbiz.de/10012149278