LONG-RUN STRUCTURAL MODELLING (Q4817927): Difference between revisions

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+Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
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+Q3796553
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+Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
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+Stochastic Limit Theory
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+Q4802629
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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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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+Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
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+Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
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+Q4039873
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+Structural analysis of vector error correction models with exogenous \(I(1)\) variables
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+Optimal Inference in Cointegrated Systems
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+Fully Modified Least Squares and Vector Autoregression
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+Multiple Time Series Regression with Integrated Processes
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+Testing for a unit root in time series regression
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+Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure
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+Identification in Parametric Models
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+The Lagrangian Multiplier Test
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+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
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+Asymptotic theory of nonlinear least squares estimation
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