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Subsampling vector autoregressive tests of linear constraints
Choi, In - In: Journal of econometrics 124 (2005) 1, pp. 55-89
Persistent link: https://www.econbiz.de/10002439389
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Persistence-robust surplus-lag Granger causality testing
Bauer, Dietmar; Maynard, Alex - In: Journal of econometrics 169 (2012) 2, pp. 293-300
Persistent link: https://www.econbiz.de/10009673188
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Using time-varying volatility for identification in Vector Autoregressions : an application to endogenous uncertainty
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - In: Journal of econometrics 225 (2021) 1, pp. 47-73
Persistent link: https://www.econbiz.de/10013278994
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Testing for Granger causality with mixed frequency data
Ghysels, Eric; Hill, Jonathan B.; Motegi, Kaiji - In: Journal of econometrics 192 (2016) 1, pp. 207-230
Persistent link: https://www.econbiz.de/10011617146
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Testing for Granger causality in large mixed-frequency VARs
Götz, Thomas B.; Hecq, Alain W. J.; Smeekes, Stephan - In: Journal of econometrics 193 (2016) 2, pp. 418-432
Persistent link: https://www.econbiz.de/10011704990
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Granger causality, exogeneity, cointegration, and economic policy analysis
White, Halbert; Pettenuzzo, Davide - In: Journal of econometrics 178 (2014) 1, pp. 316-330
Persistent link: https://www.econbiz.de/10010256850
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Geometric and long run aspects of Granger causality
Sadoon, Majid M. al- - In: Journal of econometrics 178 (2014) 1, pp. 558-568
Persistent link: https://www.econbiz.de/10010256866
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Common cyclical features analysis in VAR models with cointegration
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: Journal of econometrics 132 (2006) 1, pp. 117-141
Persistent link: https://www.econbiz.de/10003320251
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Common trends and cycles in I(2) VAR systems
Paruolo, Paolo - In: Journal of econometrics 132 (2006) 1, pp. 143-168
Persistent link: https://www.econbiz.de/10003320254
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Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process
Hsiao, Cheng; Wang, Siyan - In: Journal of econometrics 135 (2006) 1/2, pp. 427-463
Persistent link: https://www.econbiz.de/10003376092