On the interactions of unit roots and exogeneity (Q4860427): Difference between revisions

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-David F. Hendry
@@ Property / author: David F. Hendry / rank @@
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+David F. Hendry
@@ Property / author: David F. Hendry / rank @@
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+MaRDI publication profile
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+W2156626430
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+Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
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@@ Property / cites work @@
+Q4167890
@@ Property / cites work: Q4167890 / rank @@
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@@ Property / cites work @@
+Efficient inference on cointegration parameters in structural error correction models
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+A note on weak exogeneity in VAR cointegrated models
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
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@@ Property / cites work @@
+Exogeneity
@@ Property / cites work: Exogeneity / rank @@
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@@ Property / cites work @@
+Q4124141
@@ Property / cites work: Q4124141 / rank @@
+Normal rank
@@ Property / cites work @@
+Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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+Cointegration in partial systems and the efficiency of single-equation analysis
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+Q5801713
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+A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations
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+Understanding spurious regressions in econometrics
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+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Regression Theory for Near-Integrated Time Series
@@ Property / cites work: Regression Theory for Near-Integrated Time Series / rank @@
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+Optimal Inference in Cointegrated Systems
@@ Property / cites work: Optimal Inference in Cointegrated Systems / rank @@
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+Multiple Time Series Regression with Integrated Processes
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+Estimating Long-Run Economic Equilibria
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+Models with Several Regimes and Changes in Exogeneity
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
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@@ links / mardi / name / links / mardi / name @@
+Publication:4860427