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Demiralp, Selva, Hoover, Kevin D., Perez, Stephen J. (2008) A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression*. Oxford Bulletin of Economics and Statistics, 70. 509-533 doi:10.1111/j.1468-0084.2007.00496.x

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Reference TypeJournal (article/letter/editorial)
TitleA Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression*
JournalOxford Bulletin of Economics and Statistics
AuthorsDemiralp, SelvaAuthor
Hoover, Kevin D.Author
Perez, Stephen J.Author
Year2008 (August)Volume70
PublisherWiley
DOIdoi:10.1111/j.1468-0084.2007.00496.xSearch in ResearchGate
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Mindat Ref. ID11348128Long-form Identifiermindat:1:5:11348128:8
GUID0
Full ReferenceDemiralp, Selva, Hoover, Kevin D., Perez, Stephen J. (2008) A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression*. Oxford Bulletin of Economics and Statistics, 70. 509-533 doi:10.1111/j.1468-0084.2007.00496.x
Plain TextDemiralp, Selva, Hoover, Kevin D., Perez, Stephen J. (2008) A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression*. Oxford Bulletin of Economics and Statistics, 70. 509-533 doi:10.1111/j.1468-0084.2007.00496.x
In(n.d.) Oxford Bulletin of Economics and Statistics Vol. 70. Wiley

See Also

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Demiralp, Selva, Hoover, Kevin D. (2003) Searching for the Causal Structure of a Vector Autoregression*. Oxford Bulletin of Economics and Statistics, 65. 745-767 doi:10.1046/j.0305-9049.2003.00087.x
Hoover, Kevin D., Perez, Stephen J. (2004) Truth and Robustness in Cross-country Growth Regressions*. Oxford Bulletin of Economics and Statistics, 66. 765-798 doi:10.1111/j.1468-0084.2004.101_1.x
Bec, Frédérique, Rahbek, Anders, Shephard, Neil (2008) The ACR Model: A Multivariate Dynamic Mixture Autoregression*. Oxford Bulletin of Economics and Statistics, 70. 583-618 doi:10.1111/j.1468-0084.2008.00512.x
Hungnes, Håvard (2010) Identifying Structural Breaks in Cointegrated Vector Autoregressive Models*. Oxford Bulletin of Economics and Statistics, 72. 551-565 doi:10.1111/j.1468-0084.2010.00586.x
Doornik, Jurgen A. (2008) Encompassing and Automatic Model Selection*. Oxford Bulletin of Economics and Statistics, 70. 915-925 doi:10.1111/j.1468-0084.2008.00536.x
Hadri, Kaddour, Rao, Yao (2008) Panel Stationarity Test with Structural Breaks. Oxford Bulletin of Economics and Statistics, 70. 245-269 doi:10.1111/j.1468-0084.2008.00502.x
Westerlund, Joakim, Edgerton, David L. (2008) A Simple Test for Cointegration in Dependent Panels with Structural Breaks*. Oxford Bulletin of Economics and Statistics, 70. 665-704 doi:10.1111/j.1468-0084.2008.00513.x
Alessandri, Piergiorgio, Robertson, Donald, Wright, Stephen (2008) Miller and Modigliani, Predictive Return Regressions and Cointegration. Oxford Bulletin of Economics and Statistics, 70. 181-207 doi:10.1111/j.1468-0084.2007.00499.x
Cook, Steve (2008) Cross-data-vintage Encompassing*. Oxford Bulletin of Economics and Statistics, 70. 849-865 doi:10.1111/j.1468-0084.2008.00533.x
Doornik, Jurgen A., Hansen, Henrik (2008) An Omnibus Test for Univariate and Multivariate Normality*. Oxford Bulletin of Economics and Statistics, 70. 927-939 doi:10.1111/j.1468-0084.2008.00537.x
Hoover, Kevin D. (2009) ON THE PITFALLS OF UNTESTED COMMON-FACTOR RESTRICTIONS: THE CASE OF THE INVERTED FISHER HYPOTHESIS. Oxford Bulletin of Economics and Statistics, 50. 125-138 doi:10.1111/j.1468-0084.1988.mp50002002.x
 
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