Pages that link to "Item:Q3354959"
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The following pages link to Optimal Inference in Cointegrated Systems (Q3354959):
Displaying 50 items.
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- Is public capital really productive? A methodological reappraisal (Q257241) (← links)
- Point optimal tests of the null hypothesis of cointegration (Q261891) (← links)
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- Bayesian point estimation of the cointegration space (Q278200) (← links)
- Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
- Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492) (← links)
- Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- A semiparametric cointegrating regression: investigating the effects of age distributions on consumption and saving (Q530986) (← links)
- New small sample estimators for cointegration regression: low-pass spectral filter method (Q674067) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Regression models with mixed sampling frequencies (Q736674) (← links)
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
- Exact maximum likelihood estimation of partially nonstationary vector ARMA models (Q959448) (← links)
- Testing cointegrating coefficients in vector autoregressive error correction models (Q1128547) (← links)
- Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
- Cointegration in partial systems and the efficiency of single-equation analysis (Q1193515) (← links)
- Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← links)
- Testing for unit roots using the augmented Dickey-Fuller test. Some issues relating to the size, power and the lag structure of the test (Q1194712) (← links)
- A note on weak exogeneity in VAR cointegrated models (Q1206321) (← links)
- Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415) (← links)
- Low-pass filtered least squares estimators of cointegrating vectors (Q1298417) (← links)
- System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
- Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (Q1298451) (← links)
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
- Trend stationarity in the \(I(2)\) cointegration model. (Q1298470) (← links)
- Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645) (← links)
- Structural relations, cointegration and identification: Some simple results and their application (Q1305652) (← links)
- Five alternative methods of estimating long-run equilibrium relationships (Q1318994) (← links)
- Bootstrapping cointegrating regression (Q1327931) (← links)
- Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
- Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (Q1341187) (← links)
- Direct cointegration testing in error correction models (Q1341205) (← links)
- The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
- A numerical Bayesian test for cointegration of AR processes (Q1347107) (← links)
- Testing for the sustainability of the current account deficit in two industrial countries (Q1350880) (← links)
- Diagnostic test for structural change in cointegrated regression models (Q1351725) (← links)
- Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055) (← links)
- Nonparametric cointegration analysis (Q1362072) (← links)
- Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (Q1367140) (← links)
- Analysis of cointegrated VARMA processes (Q1371369) (← links)
- Testing cointegration in infinite order vector autoregressive processes (Q1372924) (← links)
- On the non-existence of a Bartlett correction for unit root tests (Q1373988) (← links)
- Impulse response and forecast error variance asymptotics in nonstationary VARs (Q1377303) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- On adaptive estimation in nonstationary ARMA models with GARCH errors (Q1429320) (← links)
- Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561) (← links)
