Residual autocorrelation testing for vector error correction modelsRalf Brüggemann, Helmut Lütkepohl, Pentti Saikkonen2005-09-01articleJournal of Econometrics55 citationsclosedNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactFinancial Risk and Volatility ModelingDiverse Scientific and Economic StudiesAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 55 citations exist upstream.References1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models1993Introduction to Multiple Time Series Analysis2004Applied Time Series Econometrics1992Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation1992VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING1980An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification2000An Empirical Application and Monte Carlo Analysis of Tests of Dynamic SpecificationCited by2012Vector Autoregressive Models2006A small monetary system for the euro area based on German data2012Determinacy, indeterminacy and dynamic misspecification in linear rational expectations models