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Wild bootstrap tests for autocorrelation in vector autoregressive models
Ahlgren, Niklas; Catani, Paul - 2012
Persistent link: https://www.econbiz.de/10009614383
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Bootstrap determination of the co-integration rank in heteroskedastic VAR models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, Robert - 2012
Persistent link: https://www.econbiz.de/10009614389
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Bootstrap determination of the co-integration rank in heteroskedastic VAR Models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, Robert - 2012
Persistent link: https://www.econbiz.de/10009614507
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Comparison of methods for constructing joint confidence bands for impulse response functions
Lütkepohl, Helmut; Staszewska-Bystrova, Anna; Winker, Peter - In: International journal of forecasting 31 (2015) 3, pp. 782-798
Persistent link: https://www.econbiz.de/10011474568
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Bootstrap multi-step forecasts of non-Gaussian VAR models
Fresoli, Diego; Ruiz, Esther; Pascual, Lorenzo - In: International journal of forecasting 31 (2015) 3, pp. 834-848
Persistent link: https://www.econbiz.de/10011474590
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Evidence of speculation in world oil prices
Roberts, Dale; Ryan, Laura - In: Australian journal of management 40 (2015) 4, pp. 630-651
Persistent link: https://www.econbiz.de/10011479057
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Asymptotic confidence bands for the estimated autoconvariance and autocorrelation functions of vector autoregressive models
Coenen, Günter - In: Empirical economics : a journal of the Institute for … 30 (2005) 1, pp. 65-75
Persistent link: https://www.econbiz.de/10002770908
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Bias-corrected bootstrap prediction regions for vector autoregression
Kim, Jae H. - In: Journal of forecasting 23 (2004) 2, pp. 141-154
Persistent link: https://www.econbiz.de/10001980729
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Asymptotic distribution of a simple linear estimator for VARMA models in echelon form
Dufour, Jean-Marie (contributor); Tarek, Jouini (contributor) - 2005
Persistent link: https://www.econbiz.de/10002753139
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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