Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment (Q3102865): Difference between revisions

@@ Property / cites work @@
+Threshold Cointegration
@@ Property / cites work: Threshold Cointegration / rank @@
+Normal rank
@@ Property / cites work @@
+TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Stationarity of multivariate Markov-switching ARMA models
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+Automatic Lag Selection in Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error
+Normal rank
@@ Property / cites work @@
+Statistical Inference in Instrumental Variables Regression with I(1) Processes
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
+Normal rank
@@ Property / cites work @@
+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
+Normal rank