The following pages link to Testing for Common Trends (Q3827458):
Displayed 45 items.
- Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
- Intertemporal consumer behaviour under structural changes in income (Q3350623) (← links)
- ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS (Q3434193) (← links)
- MODELING MACROECONOMIC SUBAGGREGATES: AN APPLICATION OF NONLINEAR COINTEGRATION (Q3503181) (← links)
- Determining the number of factors in a multivariate error correction-volatility factor model (Q3566437) (← links)
- Test for cointegration based on two-stage least squares (Q3592025) (← links)
- The role of the drift in I(2) systems (Q3598300) (← links)
- Comparisons of tests for multivariate cointegration (Q4032856) (← links)
- (Q4212965) (← links)
- Phase-shifting common cycles and common trends (Q4266710) (← links)
- RECOGNIZING OVERDIFFERENCED TIME SERIES (Q4299024) (← links)
- COINTEGRATION AND COMMON FACTORS (Q4319852) (← links)
- A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
- A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)
- MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765) (← links)
- Some recent developments in Markov Chain Monte Carlo for cointegrated time series (Q4606423) (← links)
- BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION (Q4680626) (← links)
- VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING (Q4696585) (← links)
- TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION (Q4715811) (← links)
- Estimating systems of trending variables (Q4853084) (← links)
- Simulating competing cointegration tests in a bivariate system (Q4935475) (← links)
- Nonparametric estimation of functional dynamic factor model (Q5051331) (← links)
- Nonlinear Relationship Between Permanent and Transitory Components of Monetary Aggregates and the Economy (Q5080534) (← links)
- Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
- Signal Extraction for Non‐Stationary Multivariate Time Series with Illustrations for Trend Inflation (Q5177972) (← links)
- Cointegration Detection Using Dynamic Factor Models (Q5451124) (← links)
- Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (Q5488518) (← links)
- ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS (Q5696352) (← links)
- A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616) (← links)
- THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION (Q5719160) (← links)
- Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence (Q5860891) (← links)
- The estimation uncertainty of permanent-transitory decompositions in co-integrated systems (Q5860914) (← links)
- Multistep ahead forecasting of vector time series (Q5864446) (← links)
- Durbin-Hausman tests for cointegration (Q5894580) (← links)
- Durbin-Hausman tests for cointegration (Q5906476) (← links)
- Decomposition of hours based on extensive and intensive margins of labor (Q5941407) (← links)
- Long run recursive VAR models and QR decompositions. (Q5941469) (← links)
- A systematic framework for analyzing the dynamic effects of permanent and transitory shocks. (Q5958098) (← links)
- A simple cointegrating rank test without vector autoregression (Q5959569) (← links)
- A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK (Q6042900) (← links)
- Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756) (← links)
- On a Partially Non-Stationary Vector AR Model with Vector GARCH Noises: Estimation and Testing (Q6122963) (← links)
- An Algebraic Estimator for Large Spectral Density Matrices (Q6154009) (← links)
- Inference in Heavy-Tailed Nonstationary Multivariate Time Series (Q6154015) (← links)
- INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES (Q6156583) (← links)