Cointegration and speed of convergence to equilibrium (Q1915442): Difference between revisions

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+Inference in dynamic models containing 'surprise' variables
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+Sensitivity Analysis and Model Evaluation in Simulated Dynamic General Equilibrium Economies
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Nonlinear Dynamic Structures
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+The bootstrap and Edgeworth expansion
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+Statistical analysis of cointegration vectors
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
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+Impulse response analysis in nonlinear multivariate models
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+Persistence profiles and business cycle fluctuations in a disaggregated model of U.K. output growth
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+Q4001588
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+Impulse response analysis of cointegrated systems
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+Q4039873
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+LONG-RUN STRUCTURAL MODELLING
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+The role of theory in econometrics
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+Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy
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+Optimal Inference in Cointegrated Systems
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+Multiple Time Series Regression with Integrated Processes
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+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
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