Polynomial cointegration. Estimation and test (Q1341209): Difference between revisions

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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Q3339131
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+Statistical analysis of cointegration vectors
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+A Stastistical Analysis of Cointegration for I(2) Variables
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+Q4039873
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+Canonical Cointegrating Regressions
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Estimating Long-Run Economic Equilibria
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Inference in Linear Time Series Models with some Unit Roots
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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+Publication:1341209