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A test for the distributional comparison of simulated and historical data
Corradi, Valentina; Swanson, Norman R. - In: Economics letters 85 (2004) 2, pp. 185-193
Persistent link: https://www.econbiz.de/10002253539
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Modelling uncertainty : a recursive VAR bootstrapping approach
Peng, Amy; Yang, Ling - In: Economics letters 99 (2008) 3, pp. 478-481
Persistent link: https://www.econbiz.de/10003726217
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Are US output expectations unbiased? A cointegrated VAR analysis in real time
Papaikonomou, Dimitrios; Pires, Jacinta - In: Economics letters 92 (2006) 3, pp. 440-446
Persistent link: https://www.econbiz.de/10003373593
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On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Candelon, Bertrand; Lütkepohl, Helmut - In: Economics letters 73 (2001) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001613404
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How accurate are confidence intervals for impulse responses in large VAR models?
Kilian, Lutz; Chang, Pao-li - In: Economics letters 69 (2000) 3, pp. 299-307
Persistent link: https://www.econbiz.de/10001525599
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Wild bootstrap Ljung-Box test for cross correlations of multivariate time series
Lee, Taewook - In: Economics letters 147 (2016), pp. 59-62
Persistent link: https://www.econbiz.de/10011619440
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Solving and estimating linearized DSGE models with VARMA shock processes and filtered data
Meyer-Gohde, Alexander; Neuhoff, Daniel - In: Economics letters 133 (2015), pp. 89-91
Persistent link: https://www.econbiz.de/10011432004
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A check for finite order VAR representation of DSGE models
Franchi, Massimo; Vidotto, Anna - In: Economics letters 120 (2013) 1, pp. 100-103
Persistent link: https://www.econbiz.de/10009760449
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VARMA representation of DSGE models
Morris, Stephen D. - In: Economics letters 138 (2016), pp. 30-33
Persistent link: https://www.econbiz.de/10011615439
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An analytical characterization of noisy fiscal policy
Fève, Patrick; Kass-Hanna, Tannous; Pietrunti, Mario - In: Economics letters 148 (2016), pp. 76-79
Persistent link: https://www.econbiz.de/10011619877