✦ LIBER ✦

Efficient Estimation Of Cointegrating Vectors and Testing for Causality in Vector Autoregressions

✍ Scribed by Nikitas Pittis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The asymptotic variance of the estimated

✍ Søren Johansen 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 350 KB

A Small Sample Correction for the Test o

✍ Søren Johansen 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 246 KB

Trend Adjustment Prior to Testing for th

✍ Pentti Saikkonen; Helmut Lutkepohl 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 287 KB

Testing for the cointegrating rank of a

✍ Matei Demetrescu; Helmut Lütkepohl; Pentti Saikkonen 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 198 KB

More on testing exact rational expectati

✍ Søren Johansen; Anders Rygh Swensen 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 94 KB

Asymptotic confidence bands for the esti

✍ Günter Coenen 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 276 KB