Pages that link to "Item:Q3354959"
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The following pages link to Optimal Inference in Cointegrated Systems (Q3354959):
Displaying 50 items.
- Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
- On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. (Q1605210) (← links)
- A time series paradox: unit root tests perform poorly when data are cointegrated (Q1672798) (← links)
- International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
- Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
- Weak exogeneity in \(I(2)\) VAR systems (Q1808548) (← links)
- Nonlinear minimization estimators in the presence of cointegrating relations. (Q1858971) (← links)
- A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
- Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (Q1867740) (← links)
- Estimating cointegrated systems using subspace algorithms (Q1868966) (← links)
- Index models with integrated time series (Q1870096) (← links)
- The role of theory in econometrics (Q1893399) (← links)
- Identifying restrictions of linear equations with applications to simultaneous equations and cointegration (Q1899243) (← links)
- Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
- Conditional and structural error correction models (Q1899245) (← links)
- Optimal changepoint tests for normal linear regression (Q1906286) (← links)
- Cointegration tests in the presence of structural breaks (Q1906293) (← links)
- Cointegration and speed of convergence to equilibrium (Q1915442) (← links)
- Testing for structural breaks in cointegrated relationships (Q1915456) (← links)
- On the determination of integration indices in I(2) systems (Q1915474) (← links)
- Typologies of linear dynamic systems and models (Q1918124) (← links)
- Testing for Granger causality in variance in the presence of causality in mean (Q1927607) (← 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)
- A note on fully-modified estimation of seemingly unrelated regression models with integrated regressors. (Q1960671) (← links)
- An algebraic interpretation of cointegration (Q1978765) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- Estimation of continuous and discrete time co-integrated systems with stock and flow variables (Q2046060) (← links)
- Residual-augmented IVX predictive regression (Q2116346) (← links)
- On LASSO for predictive regression (Q2155298) (← 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)
- A survey of exogeneity in vector error correction models (Q2197390) (← links)
- Econometric estimates of Earth's transient climate sensitivity (Q2280594) (← links)
- Regression-based analysis of cointegration systems (Q2346014) (← links)
- Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
- Wavelet variance ratio cointegration test and wavestrapping (Q2418520) (← links)
- Semiparametric estimation in triangular system equations with nonstationarity (Q2442578) (← links)
- Challenges of trending time series econometrics (Q2486184) (← links)
- Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions (Q2488404) (← links)
- Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780) (← links)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
- Interpreting cointegrating vectors and common stochastic trends (Q2565040) (← links)
- Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
- Fully modified least squares cointegrating parameter estimation in multicointegrated systems (Q2682951) (← links)
- NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA (Q2786679) (← links)
- WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS (Q2981820) (← links)
- Cointegration and sampling frequency (Q3018501) (← links)
- Measuring Basis Risk in Longevity Hedges (Q3107266) (← links)
