Five alternative methods of estimating long-run equilibrium relationships (Q1318994): Difference between revisions

@@ Property / cites work @@
+Estimation for Partially Nonstationary Multivariate Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
+Normal rank
@@ Property / cites work @@
+Q4117258
@@ Property / cites work: Q4117258 / rank @@
+Normal rank
@@ Property / cites work @@
+On alternative state space representations of time series models
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Common nonstationary components of asset prices
@@ Property / cites work: Common nonstationary components of asset prices / rank @@
+Normal rank
@@ Property / cites work @@
+Q3947020
@@ Property / cites work: Q3947020 / rank @@
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Q3925014
@@ Property / cites work: Q3925014 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Computer Generation of Normal Random Variables
@@ Property / cites work: Computer Generation of Normal Random Variables / rank @@
+Normal rank
@@ Property / cites work @@
+Q3909892
@@ Property / cites work: Q3909892 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Inference in Cointegrated Systems
@@ Property / cites work: Optimal Inference in Cointegrated Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Q4015741
@@ Property / cites work: Q4015741 / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Time Series Regression with Integrated Processes
+Normal rank
@@ Property / cites work @@
+Estimating Long-Run Economic Equilibria
@@ Property / cites work: Estimating Long-Run Economic Equilibria / rank @@
+Normal rank
@@ Property / cites work @@
+Q5511769
@@ Property / cites work: Q5511769 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized canonical analysis for time series
@@ Property / cites work: Generalized canonical analysis for time series / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
+Normal rank
@@ Property / cites work @@
+Testing for Common Trends
@@ Property / cites work: Testing for Common Trends / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
+Normal rank
@@ Property / cites work @@
+Reduced rank models for multiple time series
@@ Property / cites work: Reduced rank models for multiple time series / rank @@
+Normal rank