Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780): Difference between revisions

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+Comportement asymptotique du temps d'occupation du processus des sommes partielles. (Asymptotical behavior of the occupation time of partial sums)
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+Consistent Estimation with a Large Number of Weak Instruments
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+Q4162318
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+GMM with Many Moment Conditions
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+Statistical analysis of cointegration vectors
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Q3827437
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+AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS
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+Second Order Approximation in the Partially Linear Regression Model
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+Understanding spurious regressions in econometrics
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+Q4015741
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+Optimal Inference in Cointegrated Systems
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+New Tools for Understanding Spurious Regressions
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+New unit root asymptotics in the presence of deterministic trends.
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+Challenges of trending time series econometrics
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+HAC ESTIMATION BY AUTOMATED REGRESSION
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+Optimal estimation of cointegrated systems with irrelevant instruments
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+Unit root log periodogram regression
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Estimating Long-Run Economic Equilibria
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+Asymptotics for linear processes
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+Q3996259
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+Exact local Whittle estimation of fractional integration
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+Instrumental Variables Regression with Weak Instruments
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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+Higher-order approximations for frequency domain time series regression
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+Higher order approximations for Wald statistics in time series regressions with integrated processes.
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+Multidimensional version of the results of Komlos, Major and Tusnady for vectors with finite exponential moments
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