LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724): Difference between revisions

@@ Property / DOI @@
-.1017/s0266466608090154
@@ Property / DOI: 10.1017/s0266466608090154 / rank @@
-Normal rank
@@ Property / DOI @@
-.1017/S0266466608090154
@@ Property / DOI: 10.1017/S0266466608090154 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
+Normal rank
@@ Property / cites work @@
+Fully Modified Least Squares and Vector Autoregression
+Normal rank
@@ Property / cites work @@
+Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models
+Normal rank
@@ Property / cites work @@
+Error Correction and Long-Run Equilibrium in Continuous Time
+Normal rank
@@ Property / cites work @@
+Optimal Inference in Cointegrated Systems
@@ Property / cites work: Optimal Inference in Cointegrated Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Regression Theory for Near-Integrated Time Series
@@ Property / cites work: Regression Theory for Near-Integrated Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
+Normal rank
@@ Property / cites work @@
+Towards a unified asymptotic theory for autoregression
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+The distribution of matrix quotients
@@ Property / cites work: The distribution of matrix quotients / rank @@
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments.
+Normal rank
@@ Property / cites work @@
+On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots
+Normal rank
@@ Property / cites work @@
+Asymptotic inference for nearly nonstationary AR(1) processes
+Normal rank
@@ Property / cites work @@
+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
+Normal rank
@@ Property / cites work @@
+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
+Normal rank
@@ Property / cites work @@
+Limit theory for moderate deviations from a unit root
+Normal rank
@@ Property / cites work @@
+Estimating Long-Run Economic Equilibria
@@ Property / cites work: Estimating Long-Run Economic Equilibria / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Inference in Instrumental Variables Regression with I(1) Processes
+Normal rank
@@ Property / cites work @@
+Multiple Time Series Regression with Integrated Processes
+Normal rank
@@ Property / cites work @@
+Unit root log periodogram regression
@@ Property / cites work: Unit root log periodogram regression / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1017/s0266466608090154
+Normal rank
@@ Property / OpenAlex ID @@
+W2165321616
@@ Property / OpenAlex ID: W2165321616 / rank @@
+Normal rank
@@ Property / DOI @@
+.1017/S0266466608090154
@@ Property / DOI: 10.1017/S0266466608090154 / rank @@
+Normal rank