Q2971499 (Q2971499): Difference between revisions

@@ Property / author @@
+David F. Hendry
@@ Property / author: David F. Hendry / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+OxMetrics
@@ Property / describes a project that uses: OxMetrics / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+IV.—On Least Squares and Linear Combination of Observations
+Normal rank
@@ Property / cites work @@
+Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
+Normal rank
@@ Property / cites work @@
+Testing For Unit Roots: 1
@@ Property / cites work: Testing For Unit Roots: 1 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for Unit Roots: 2
@@ Property / cites work: Testing for Unit Roots: 2 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5465485
@@ Property / cites work: Q5465485 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5767935
@@ Property / cites work: Q5767935 / rank @@
+Normal rank
@@ Property / cites work @@
+Vector equilibrium correction models with non‐linear discontinuous adjustments
+Normal rank
@@ Property / cites work @@
+Q5663204
@@ Property / cites work: Q5663204 / rank @@
+Normal rank
@@ Property / cites work @@
+A canonical analysis of multiple time series
@@ Property / cites work: A canonical analysis of multiple time series / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Q2723584
@@ Property / cites work: Q2723584 / rank @@
+Normal rank
@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
+Normal rank
@@ Property / cites work @@
+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
+Normal rank
@@ Property / cites work @@
+Q5799101
@@ Property / cites work: Q5799101 / rank @@
+Normal rank
@@ Property / cites work @@
+TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Exogeneity
@@ Property / cites work: Exogeneity / rank @@
+Normal rank
@@ Property / cites work @@
+Forecasting and testing in co-integrated systems
@@ Property / cites work: Forecasting and testing in co-integrated systems / rank @@
+Normal rank
@@ Property / cites work @@
+Distributions of error correction tests for cointegration
+Normal rank
@@ Property / cites work @@
+Q4124141
@@ Property / cites work: Q4124141 / rank @@
+Normal rank
@@ Property / cites work @@
+Investigating Causal Relations by Econometric Models and Cross-spectral Methods
+Normal rank
@@ Property / cites work @@
+Long memory relationships and the aggregation of dynamic models
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+Spurious regressions in econometrics
@@ Property / cites work: Spurious regressions in econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to stochastic unit-root processes
@@ Property / cites work: An introduction to stochastic unit-root processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3339131
@@ Property / cites work: Q3339131 / rank @@
+Normal rank
@@ Property / cites work @@
+Consideration of Trends in Time Series
@@ Property / cites work: Consideration of Trends in Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+The Probability Approach in Econometrics
@@ Property / cites work: The Probability Approach in Econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Structural changes in the cointegrated vector autoregressive model
+Normal rank
@@ Property / cites work @@
+Q4127847
@@ Property / cites work: Q4127847 / rank @@
+Normal rank
@@ Property / cites work @@
+Unpredictability in economic analysis, econometric modeling and forecasting
+Normal rank
@@ Property / cites work @@
+Q2785787
@@ Property / cites work: Q2785787 / rank @@
+Normal rank
@@ Property / cites work @@
+On the formulation of empirical models in dynamic econometrics
+Normal rank
@@ Property / cites work @@
+The Econometric Analysis of Economic Time Series
@@ Property / cites work: The Econometric Analysis of Economic Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Seasonal integration and cointegration
@@ Property / cites work: Seasonal integration and cointegration / 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 @@
+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+A Stastistical Analysis of Cointegration for I(2) Variables
+Normal rank
@@ Property / cites work @@
+Cointegration analysis in the presence of structural breaks in the deterministic trend
+Normal rank
@@ Property / cites work @@
+A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
+Normal rank
@@ Property / cites work @@
+Q3415188
@@ Property / cites work: Q3415188 / rank @@
+Normal rank
@@ Property / cites work @@
+TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS
+Normal rank
@@ Property / cites work @@
+Q3999339
@@ Property / cites work: Q3999339 / rank @@
+Normal rank
@@ Property / cites work @@
+A Sampling Study of the Merits of Auto-Regressive and Reduced Form Transformations in Regression Analysis
+Normal rank
@@ Property / cites work @@
+Weak exogeneity in \(I(2)\) VAR systems
@@ Property / cites work: Weak exogeneity in \(I(2)\) VAR systems / rank @@
+Normal rank
@@ Property / cites work @@
+Understanding spurious regressions in econometrics
+Normal rank
@@ Property / cites work @@
+New Tools for Understanding Spurious Regressions
@@ Property / cites work: New Tools for Understanding Spurious Regressions / rank @@
+Normal rank
@@ Property / cites work @@
+Trend stationarity in the \(I(2)\) cointegration model.
+Normal rank
@@ Property / cites work @@
+Inference in Linear Time Series Models with some Unit Roots
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
+Normal rank
@@ Property / cites work @@
+Testing for Common Trends
@@ Property / cites work: Testing for Common Trends / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Normality, When Regressors Have a Unit Root
+Normal rank
@@ Property / cites work @@
+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
+Normal rank
@@ Property / cites work @@
+The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case II
+Normal rank
@@ Property / cites work @@
+Q5771090
@@ Property / cites work: Q5771090 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5814335
@@ Property / cites work: Q5814335 / rank @@
+Normal rank