Narrow search
Showing 1 - 10 of 5,579
Cover Image
Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut - In: Economics letters 99 (2008) 3, pp. 512-515
Persistent link: https://www.econbiz.de/10003726235
Cover Image
Calculation of aggregate demand and supply disturbances from a common trends model
Hansson, Jesper - In: Economics letters 65 (1999) 3, pp. 309-314
Persistent link: https://www.econbiz.de/10001422789
Cover Image
Non-causality in VAR-ECM models with purely exogeneous long-run paths
Rault, Christophe - In: Economics letters 67 (2000) 2, pp. 121-129
Persistent link: https://www.econbiz.de/10001471313
Cover Image
Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems
Arai, Yoichi; Yamamoto, Taku - In: Economics letters 67 (2000) 3, pp. 261-271
Persistent link: https://www.econbiz.de/10001473663
Cover Image
A lag augmentation test for the cointegrating rank of a VAR process
Lütkepohl, Helmut; Saikkonen, Pentti - In: Economics letters 63 (1999) 1, pp. 23-27
Persistent link: https://www.econbiz.de/10001398784
Cover Image
Long memory interdependency and inefficiency in Bitcoin markets
Cheah, Eng-Tuck; Mishra, Tapas; Parhi, Mamata; Zhang, Zhuang - In: Economics letters 167 (2018), pp. 18-25
Persistent link: https://www.econbiz.de/10012015761
Cover Image
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
Yao, Xingzhi; Izzeldin, Marwan; Li, Zhenxiong - In: Economics letters 181 (2019), pp. 160-163
Persistent link: https://www.econbiz.de/10012121857
Cover Image
A "maximum-eigenvalue" test for the cointegration ranks in I(2) vector autoregressions
Bohn Nielsen, Heino - In: Economics letters 94 (2007) 3, pp. 445-451
Persistent link: https://www.econbiz.de/10003437679
Cover Image
A revisitation of the savings-growth nexus in Mexico
Masih, Rumi; Peters, Sanjay - In: Economics letters 107 (2010) 3, pp. 318-320
Persistent link: https://www.econbiz.de/10008648235
Cover Image
Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses
Odaki, Mitsuhiro - In: Economics letters 136 (2015), pp. 187-189
Persistent link: https://www.econbiz.de/10011436092