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

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@@ Property / DOI: 10.1017/s0266466608090154 / rank @@
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+June 2009Timestamp +2009-06-11T00:00:00Z
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++2009-06-11T00:00:00Z
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@@ Property / publication date: 11 June 2009 / rank @@
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@@ Property / author @@
+Tassos Magdalinos
@@ Property / author: Tassos Magdalinos / rank @@
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@@ Property / author @@
+Peter C. B. Phillips
@@ Property / author: Peter C. B. Phillips / rank @@
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@@ Property / title @@
+LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (English)
+Normal rank
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@@ Property / zbMATH Open document ID: 1279.62188 / rank @@
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@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
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+J05
@@ Property / Mathematics Subject Classification ID: 62J05 / rank @@
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@@ Property / cites work @@
+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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+Fully Modified Least Squares and Vector Autoregression
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+Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models
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+Error Correction and Long-Run Equilibrium in Continuous Time
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+Optimal Inference in Cointegrated Systems
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+Statistical analysis of cointegration vectors
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+The distribution of matrix quotients
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+Q3911791
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@@ Property / cites work @@
+Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments.
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+On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots
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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+Unit root log periodogram regression
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+https://doi.org/10.1017/s0266466608090154
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@@ Property / DOI: 10.1017/S0266466608090154 / rank @@
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+Publication:132724