Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (Q1367140): Difference between revisions

@@ Property / author @@
-Peter C. B. Phillips
@@ Property / author: Peter C. B. Phillips / rank @@
-Normal rank
@@ Property / author @@
+Peter C. B. Phillips
@@ Property / author: Peter C. B. Phillips / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Q3745138
@@ Property / cites work: Q3745138 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3247497
@@ Property / cites work: Q3247497 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5609808
@@ Property / cites work: Q5609808 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Q3219581
@@ Property / cites work: Q3219581 / rank @@
+Normal rank
@@ Property / cites work @@
+Canonical Cointegrating Regressions
@@ Property / cites work: Canonical Cointegrating Regressions / rank @@
+Normal rank
@@ Property / cites work @@
+On Consistent Estimates of the Spectrum of a Stationary Time Series
+Normal rank
@@ Property / cites work @@
+Understanding spurious regressions in econometrics
+Normal rank
@@ Property / cites work @@
+Q4015741
@@ Property / cites work: Q4015741 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Inference in Cointegrated Systems
@@ Property / cites work: Optimal Inference in Cointegrated Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Fully Modified Least Squares and Vector Autoregression
+Normal rank
@@ Property / cites work @@
+Multiple Time Series Regression with Integrated Processes
+Normal rank
@@ Property / cites work @@
+Statistical Inference in Instrumental Variables Regression with I(1) Processes
+Normal rank
@@ Property / cites work @@
+Estimating Long-Run Economic Equilibria
@@ Property / cites work: Estimating Long-Run Economic Equilibria / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Equivalence of Ordinary Least Squares and Generalized Least Squares in Regressions With Integrated Regressors
+Normal rank
@@ Property / cites work @@
+The Estimation of Economic Relationships using Instrumental Variables
+Normal rank
@@ Property / cites work @@
+Q5727167
@@ Property / cites work: Q5727167 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3999345
@@ Property / cites work: Q3999345 / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1367140