Cointegration in a historical perspective (Q736567): Difference between revisions

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+A New Product Growth for Model Consumer Durables
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+Q3847819
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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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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Modeling the diffusion of scientific publications
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+Five alternative methods of estimating long-run equilibrium relationships
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+Some thoughts on the development of cointegration
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Specification Tests in Econometrics
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+Sample Selection Bias as a Specification Error
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+Seasonal integration and cointegration
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Unit root tests in panel data: asymptotic and finite-sample properties
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Time series analysis and simultaneous equation econometric models
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+Publication:736567