Regression-based analysis of cointegration systems (Q2346014): Difference between revisions

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+Estimation for Partially Nonstationary Multivariate Autoregressive Models
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+Nonparametric cointegration analysis
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+Nonparametric tests for unit roots and cointegration.
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+Forecasting the term structure of government bond yields
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Pitfalls in testing for long run relationships
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+Tests for cointegration. A Monte Carlo comparison
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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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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+Some identification problems in the cointegrated vector autoregressive model
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+Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
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+THE RANK OF A SUBMATRIX OF COINTEGRATION
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+TESTS OF COMMON STOCHASTIC TRENDS
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+LONG-RUN STRUCTURAL MODELLING
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+Optimal Inference in Cointegrated Systems
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+Q4015741
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Testing for \(r\) versus \(r-1\) cointegrating vectors
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+Testing for Common Trends
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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