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

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
 
(One intermediate revision by one other user not shown)
Property / cites work
 
Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local asymptotic distribution related to the AR(1) model with dependent errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag / rank
 
Normal rank
Property / cites work
 
Property / cites work: Canonical Cointegrating Regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Useful Modifications to some Unit Root Tests with Dependent Errors and their Local Asymptotic Properties / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Inference in Cointegrated Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical Inference in Instrumental Variables Regression with I(1) Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Properties of Residual Based Tests for Cointegration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for a unit root in time series regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5287558 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for unit roots in autoregressive-moving average models of unknown order / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/s0304-4076(97)00007-9 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1969499852 / rank
 
Normal rank

Latest revision as of 09:46, 30 July 2024

scientific article
Language Label Description Also known as
English
Estimation and inference in nearly unbalanced nearly cointegrated systems
scientific article

    Statements

    Estimation and inference in nearly unbalanced nearly cointegrated systems (English)
    0 references
    0 references
    0 references
    3 August 1997
    0 references
    normalization
    0 references
    spectral density function at frequency zero
    0 references
    least-squares estimation
    0 references
    unit root
    0 references
    cointegration
    0 references
    least-squares estimates
    0 references
    spectral density
    0 references

    Identifiers