Q2971499 (Q2971499): Difference between revisions

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