Pages that link to "Item:Q1082027"

The following pages link to Understanding spurious regressions in econometrics (Q1082027):

Displaying 50 items.

• LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION (Q3652616) (← links)
• THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS (Q3652622) (← links)
• TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT (Q3652628) (← links)
• NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (Q3652630) (← links)
• Evidence of ARCH(1) Errors in the Context of Spurious Regressions (Q3652722) (← links)
• A flexible parametric density estimator for multimodal distributions of test statistics (Q4277753) (← links)
• Nonstationary regression models with a lagged dependent variable (Q4337208) (← links)
• Nonstationary regression models with a lagged dependent variable (Q4337224) (← links)
• A residual-based test of the null of cointegration in panel data (Q4385001) (← links)
• ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH (Q4443973) (← links)
• Nonstationary panel data analysis: an overview of some recent developments (Q4512504) (← links)
• The dynamics of leveraged ETFs returns: a panel data study (Q4555107) (← links)
• INFERENCE ON SEGMENTED COINTEGRATION (Q4561973) (← links)
• PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563) (← links)
• On the Robustness of Unit Root Tests in the Presence of Double Unit Roots (Q4677001) (← links)
• Nonlinear error correction models (Q4677007) (← links)
• Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity (Q4678786) (← links)
• Finite sample properties of nonstationary binary response models: A monte carlo analysis (Q4706132) (← links)
• TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION (Q4715811) (← links)
• Inference for Autocorrelations in the Possible Presence of a Unit Root (Q4828180) (← links)
• SPURIOUS REGRESSIONS BETWEEN I(<i>d</i>) PROCESSES (Q4837792) (← links)
• On the interactions of unit roots and exogeneity (Q4860427) (← links)
• UNIT ROOT TESTS WITH WAVELETS (Q4933581) (← links)
• Estimation and Inference of a Cointegrated Regression in Panel Data: A Monte Carlo Study (Q4935521) (← links)
• CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
• Volatility Spillover Effect: A Semiparametric Analysis of Non-Cointegrated Process (Q5080530) (← links)
• Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)
• Testing for spurious and cointegrated regressions: A wavelet approach (Q5123512) (← links)
• Semi-parametric modelling of temperature records (Q5126951) (← links)
• Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy? (Q5128603) (← links)
• A cointegration analysis of crime, economic activity, and police performance in São Paulo city (Q5129097) (← links)
• Comment on testing for spurious and cointegrated regressions: a wavelet approach (Q5130292) (← links)
• Response to the comment on testing for spurious and cointegrated regressions: a wavelet approach (Q5130293) (← links)
• New bootstrap inference for spurious regression problems (Q5137996) (← links)
• MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY (Q5177925) (← links)
• Inferring fundamental value and crash nonlinearity from bubble calibration (Q5245465) (← links)
• HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR (Q5247351) (← links)
• Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes (Q5251507) (← links)
• Spurious Regressions in Time Series with Long Memory (Q5259097) (← links)
• Testing for Panel Cointegration Using Common Correlated Effects Estimators (Q5283413) (← links)
• Phoebus J. Dhrymes (1932–2016) (Q5357396) (← links)
• Effect of temporal aggregation on multiple time series in the frequency domain (Q5397973) (← links)
• Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (Q5430494) (← links)
• Estimating the Rank of the Spectral Density Matrix (Q5467592) (← links)
• Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604) (← links)
• A Bayesian analysis of log-periodic precursors to financial crashes (Q5475309) (← links)
• Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (Q5488518) (← links)
• A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS (Q5696356) (← links)
• THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson (Q5719161) (← links)
• REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES (Q5859554) (← links)