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Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems
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6/6 checkable references clean · checked 2026-08-09
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The 6 checked references that resolve
resolves10.1080/01621459.1990.10474945
Estimation for Partially Nonstationary Multivariate Autoregressive Models
resolves10.2307/2938278
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
resolves10.2307/2109746
Asymptotic Distributions of Impulse Response Functions and Forecast Error Variance Decompositions of Vector Autoregressive Models
resolves10.1016/S0304-4076(97)00064-X
Impulse response and forecast error variance asymptotics in nonstationary VARs
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