Subsampling vector autoregressive tests of linear constraints

Journal of Econometrics

Volumn 124, Issue 1, 2005, Pages 55-89

  Choi, In ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

Causality; Cointegration; Subsampling; Unit roots; Vector autoregression

Indexed keywords

APPROXIMATION THEORY; ASYMPTOTIC STABILITY; LINEAR EQUATIONS; MATRIX ALGEBRA; PARAMETER ESTIMATION; REGRESSION ANALYSIS; THEOREM PROVING; TIME SERIES ANALYSIS;

CAUSALITY; SUBSAMPLING; UNIT ROOTS; VECTOR AUTOREGRESSION;

VECTORS;

EID: 9544254872     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2003.12.013     Document Type: Article

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