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

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+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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+Towards a unified asymptotic theory for autoregression
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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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+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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+Asymptotic inference for nearly nonstationary AR(1) processes
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+On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
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+Limit theory for moderate deviations from a unit root
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+Estimating Long-Run Economic Equilibria
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+Publication:132724