Pages that link to "Item:Q156114"

The following pages link to Statistical Inference in Instrumental Variables Regression with I(1) Processes (Q156114):

Displayed 50 items.

• Unit root econometrics and economic nonlinearities (Q1909373) ‎ (← links)
• Tests for cointegration. A Monte Carlo comparison (Q1915441) ‎ (← links)
• Testing for structural breaks in cointegrated relationships (Q1915456) ‎ (← links)
• Reducing the size distortions of the panel LM test for cointegration (Q1929061) ‎ (← 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)
• Two stage least squares estimation in structural cointegration models (Q1962770) ‎ (← links)
• Are German money market rates well behaved? (Q1978477) ‎ (← links)
• Estimating the employment band of inaction with multiple breaks due to labor market reforms (Q2035610) ‎ (← links)
• Understanding temporal aggregation effects on kurtosis in financial indices (Q2116321) ‎ (← links)
• On LASSO for predictive regression (Q2155298) ‎ (← links)
• Global temperatures and greenhouse gases: a common features approach (Q2171998) ‎ (← links)
• Foreign direct investments, renewable electricity output, and ecological footprints: do financial globalization facilitate renewable energy transition and environmental welfare in Bangladesh? (Q2172531) ‎ (← 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)
• Nonstationary panel models with latent group structures and cross-section dependence (Q2225013) ‎ (← links)
• Econometric estimates of Earth's transient climate sensitivity (Q2280594) ‎ (← links)
• Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions (Q2280614) ‎ (← links)
• Modeling and testing smooth structural changes with endogenous regressors (Q2343771) ‎ (← links)
• Nonparametric predictive regression (Q2343822) ‎ (← links)
• Regression-based analysis of cointegration systems (Q2346014) ‎ (← links)
• Analysis of US real GNP and unemployment interactions. State space approach (Q2366135) ‎ (← links)
• Exchange rate regimes and business cycles: an empirical investigation (Q2416165) ‎ (← links)
• Low-frequency robust cointegration testing (Q2439861) ‎ (← links)
• Predictive regression under various degrees of persistence and robust long-horizon regression (Q2453084) ‎ (← links)
• Challenges of trending time series econometrics (Q2486184) ‎ (← links)
• Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780) ‎ (← links)
• Identification robust inference in cointegrating regressions (Q2511806) ‎ (← links)
• Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) ‎ (← links)
• Interpreting cointegrating vectors and common stochastic trends (Q2565040) ‎ (← links)
• Unit root quantile autoregression testing using covariates (Q2630077) ‎ (← links)
• Using information about technologies, markets and firm behaviour to decompose a proper productivity index (Q2635049) ‎ (← links)
• Fully modified least squares cointegrating parameter estimation in multicointegrated systems (Q2682951) ‎ (← links)
• The impact of the real interest rate, the exchange rate and political stability on foreign direct investment inflows: a comparative analysis of G7 and GCC countries (Q2686275) ‎ (← links)
• Testing cointegration in quantile regressions with an application to the term structure of interest rates (Q2691647) ‎ (← links)
• Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market (Q2691774) ‎ (← links)
• Hysteresis and sources of aggregate employment inertia (Q2700533) ‎ (← links)
• UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS (Q2878818) ‎ (← links)
• COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE (Q2976210) ‎ (← links)
• WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS (Q2981820) ‎ (← links)
• Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) ‎ (← links)
• Cointegration and sampling frequency (Q3018501) ‎ (← links)
• Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment (Q3102865) ‎ (← links)
• ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY (Q3377452) ‎ (← links)
• FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS (Q3408518) ‎ (← links)
• Tests for Long-Run Granger Non-Causality in Cointegrated Systems (Q3440764) ‎ (← links)
• ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS (Q3450347) ‎ (← links)
• Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes (Q3505333) ‎ (← links)
• Simulation experiments on the performance of structural change tests in cointegration (Q3527722) ‎ (← links)
• Test for the null hypothesis of cointegration with reduced size distortion (Q3552834) ‎ (← links)