Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Local asymptotic distribution related to the AR(1) model with dependent errors
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+Canonical Cointegrating Regressions
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+The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors
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+Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties
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+Optimal Inference in Cointegrated Systems
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Testing for a unit root in time series regression
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+Q5287558
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
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+https://doi.org/10.1016/s0304-4076(97)00007-9
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+W1969499852
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+Publication:1362055