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General--to--Specific Reductions of Vector Autoregressive Processes
7 references·2 citing·41 second hop
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this work references cited by second hop

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1993Introduction to Multiple Time Series Analysis1,926 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 1987THREE ECONOMETRIC METHODOLOGIES: A CRITICAL APPRAISAL1366 cited
  • 2000Lag Selection in Subset VAR Models with an Application to a U.S. Monetary System86 cited
  • 1981Testing Statistical Testing19 cited

Cited by

  • 2023The role of renewable energy and total factor productivity in reducing CO2 emissions in Azerbaijan. Fresh insights from a new theoretical framework coupled with Autometrics75 cited
  • 2004Forecasting industrial production and the early detection of turning points44 cited

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