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Granger causality testing in high-dimensional VARs : a post-double-selection procedure
Hecq, Alain W. J.; Margaritella, Luca; Smeekes, Stephan - In: Journal of financial econometrics 21 (2023) 3, pp. 915-958
Persistent link: https://www.econbiz.de/10014314841
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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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Tourism and economic growth : multi-country evidence from mixed-frequency Granger causality tests
Enilov, Martin; Wang, Yuan - In: Tourism economics : the business and finance of tourism … 28 (2022) 5, pp. 1216-1239
Persistent link: https://www.econbiz.de/10013392307
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Inference in vector autoregression with integrated time series
Warne, Anders - 1991
Persistent link: https://www.econbiz.de/10000813953
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Inference in vector autoregressions with integrated time series ; 1
Warne, Anders - 1991
Persistent link: https://www.econbiz.de/10000110473
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Inference in vector autoregressions with integrated time series
Warne, Anders - 1991
Persistent link: https://www.econbiz.de/10000108889
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Likelihood inference for a fractionally conitegrated vector autoregressive model
Johansen, Søren; Nielsen, Morten Ørregaard - 2010
Persistent link: https://www.econbiz.de/10003968441
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Likelihood inference for a fractionally cointegrated vector autoregressive model
Johansen, Søren; Nielsen, Morten Ørregaard - 2010
Persistent link: https://www.econbiz.de/10003968607
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Testing for rational bubbles in a co-explosive vector autoregression
Engsted, Tom; Nielsen, Bent - 2010
Persistent link: https://www.econbiz.de/10003978304
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Likelihood-based inference for cointegration with nonlinear error-correction
Kristensen, Dennis; Rahbek, Anders - In: Journal of econometrics 158 (2010) 1, pp. 78-94
Persistent link: https://www.econbiz.de/10008826874