Structural relations, cointegration and identification: Some simple results and their application (Q1305652): Difference between revisions

@@ Property / cites work @@
+Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
+Normal rank
@@ Property / cites work @@
+Efficient inference on cointegration parameters in structural error correction models
+Normal rank
@@ Property / cites work @@
+A Wald test of restrictions on the cointegrating space based on Johansen's estimator
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Cointegration and Dynamic Simultaneous Equations Model
+Normal rank
@@ Property / cites work @@
+Dynamic Econometrics
@@ Property / cites work: Dynamic Econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+LONG-RUN STRUCTURAL MODELLING
@@ Property / cites work: LONG-RUN STRUCTURAL MODELLING / rank @@
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Inference in Cointegrated Systems
@@ Property / cites work: Optimal Inference in Cointegrated Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Inference in Instrumental Variables Regression with I(1) Processes
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Residual Based Tests for Cointegration
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Comparisons of tests for multivariate cointegration
+Normal rank