SFX logo

SFX by Ex Libris Inc.

Contains information about title and source of a journal
Title: Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Source:

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models [0-19-877450-8] Johansen, Soren

Year:1996 Pages(s):1 -267

List of services to meet your request

Contains list of services for current record

Basic services

service type icon, opens target in new window
service type icon, opens target in new window
  Note:Place this item on reserve for a course I am teaching (faculty only)
service type icon, opens target in new window
Users interested in this article also expressed an interest in the following:
1. Cavaliere, G. "COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY." Econometric theory 26.6 (2010): 1719-1760. Link to SFX for this item
2. Johansen, S. "Identifying Restrictions of Linear Equations with Applications to Simultaneous Equations and Cointegration." Journal of econometrics 69.1 (1995): 111-32. Link to SFX for this item
3. Kitamura, Y. "Likelihood-Based Inference In Cointegrated Vector Autoregressive Models." Econometric theory 14.04 (1998): 517-524. Link to SFX for this item
4. Corradi, V. "Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes." Journal of econometrics 96.1 (2000): 39-. Link to SFX for this item
5. Lutkepohl, H. "Impulse response analysis of cointegrated systems." Journal of economic dynamics & control 16.1 (1992): 53-78. Link to SFX for this item
6. Plummer, Michael G. "Stock market integration in ASEAN after the Asian financial crisis." Journal of Asian economics 16.1 (2005): 5-28. Link to SFX for this item
7. Cavaliere, G. "Testing for co-integration in vector autoregressions with non-stationary volatility." Journal of econometrics 158.1 (2010): 7-24. Link to SFX for this item
8. "SELECTING THE RANK OF THE COINTEGRATION SPACE AND THE FORM OF THE INTERCEPT USING AN INFORMATION CRITERION." Econometric Theory 18.4 (2002): 926-947. Link to SFX for this item
9. Zhou, Su. "TESTING STRUCTURAL HYPOTHESIS ON COINTEGRATION RELATIONS WITH SMALL SAMPLES." Economic Inquiry 38.4 (2000): 629-640. Link to SFX for this item
10. Swensen, Anders R. "Bootstrap Algorithms for Testing and Determining the Cointegration Rank in VAR Models." Econometrica 74.6 (2006): 1699-1714. Link to SFX for this item
View More...
View Less...
Select All Clear All

More options

service type icon, opens target in new window
service type icon, opens target in new window
 
 
service type icon, opens target in new window
 
 
 


© 2024 SFX by Ex Libris Inc. | Cookie Policy
CrossRef Enabled