Pages that link to "Item:Q3734921"
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The following pages link to Multiple Time Series Regression with Integrated Processes (Q3734921):
Displaying 50 items.
- Alternative forms of fractional Brownian motion (Q1304352) (← links)
- Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645) (← links)
- Testing the null of stationarity for multiple time series (Q1305677) (← links)
- Five alternative methods of estimating long-run equilibrium relationships (Q1318994) (← links)
- Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
- Asymptotic inference for semimartingale models with singular parameter points (Q1330191) (← links)
- Direct cointegration testing in error correction models (Q1341205) (← links)
- Estimating cointegration parameters: An application of the double bootstrap (Q1345554) (← links)
- An outlier robust unit root test with an application to the extended Nelson-Plosser data (Q1347098) (← links)
- On cointegration tests for VAR models with drift (Q1351113) (← links)
- Diagnostic test for structural change in cointegrated regression models (Q1351725) (← links)
- Time series segmentation: A sliding window approach (Q1357087) (← links)
- A comparison of cointegration tests (Q1363456) (← links)
- Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (Q1367140) (← links)
- Multiple unit roots in periodic autoregression (Q1367143) (← links)
- Impulse response and forecast error variance asymptotics in nonstationary VARs (Q1377303) (← links)
- Stability tests in error correction models (Q1377329) (← links)
- On bootstrapping regressions with unit root processes (Q1573123) (← links)
- Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561) (← links)
- Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
- The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
- A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
- Recursive adjustment for general deterministic components and improved cointegration rank tests (Q1695667) (← links)
- Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
- Estimating long-run relationships in economics. A comparison of different approaches (Q1801410) (← links)
- Limiting distributions of maximum likelihood estimators for unstable autoregressive moving-average time series with general autoregressive heteroscedastic errors (Q1807062) (← links)
- Regression quantiles for unstable autoregressive models (Q1877008) (← links)
- Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
- Residual-based tests for cointegration in models with regime shifts (Q1906289) (← links)
- Cointegration and speed of convergence to equilibrium (Q1915442) (← links)
- On the determination of integration indices in I(2) systems (Q1915474) (← links)
- Estimation in dynamic regression with an integrated process (Q1918130) (← links)
- Multicointegration under measurement errors (Q1934093) (← links)
- Cointegration, variance shifts and the limiting distribution of the OLS estimator (Q1934716) (← links)
- A residual based test for the null hypothesis of cointegration. (Q1960368) (← links)
- Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
- Inference on difference-in-differences average treatment effects: a fixed-\(b\) approach (Q2000877) (← links)
- Inference in time series models using smoothed-clustered standard errors (Q2043259) (← links)
- Cotrending: testing for common deterministic trends in varying means model (Q2057835) (← links)
- On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations (Q2122814) (← links)
- Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (Q2190213) (← links)
- Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
- Testing-optimal kernel choice in HAR inference (Q2227076) (← links)
- Econometric estimates of Earth's transient climate sensitivity (Q2280594) (← links)
- A multicointegration model of global climate change (Q2280610) (← links)
- Inference in heavy-tailed vector error correction models (Q2294452) (← links)
- A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
- Nonparametric rank tests for non-stationary panels (Q2343816) (← links)
