Pages that link to "Item:Q1104685"
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The following pages link to Statistical analysis of cointegration vectors (Q1104685):
Displaying 50 items.
- Joint modeling of cointegration and conditional heteroscedasticity with applications (Q816593) (← links)
- Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises (Q829159) (← links)
- The impact of divorce precedents on the Japanese divorce rate (Q834326) (← links)
- The suitability of a monetary union in east Asia: what does the cointegration approach tell? (Q834327) (← links)
- Book review of: U. Hassler, Stochastische Integration und Zeitreihenmodellierung (Q840990) (← links)
- A primer on real effective exchange rates: determinants, overvaluation, trade flows and competitive devaluation (Q850634) (← links)
- Structural vector autoregressive analysis for cointegrated variables (Q862780) (← links)
- Joint detection of unit roots and cointegration: data-based simulation (Q883241) (← links)
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- Reduced-rank regression: a useful determinant identity (Q928904) (← links)
- Canonical correlation analysis for the vector AR(1) model with ARCH innovations (Q928916) (← links)
- A cointegration analysis of price transmission between ADRs and dually listed South Korean stocks (Q929682) (← links)
- Is Greater China a currency union?: A tale of the Chinese trio (Q929711) (← links)
- Nonlinear mean reversion in the term structure of interest rates (Q951428) (← links)
- Exact maximum likelihood estimation of partially nonstationary vector ARMA models (Q959448) (← links)
- Estimating unknown join points: Determination of the yen-dollar exchange rate (Q1000353) (← links)
- Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices (Q1000376) (← links)
- Natural rate doubts (Q1017004) (← links)
- A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
- GSA-based maximum likelihood estimation for threshold vector error correction model (Q1020791) (← links)
- Bootstrap and fast double bootstrap tests of cointegration rank with financial time series (Q1023836) (← links)
- The impact of structural breaks on the integration of the ASEAN-5 stock markets (Q1025348) (← links)
- Common singular spectrum analysis of several time series (Q1036726) (← links)
- Cointegration tests with conditional heteroskedasticity. (Q1126488) (← links)
- The impact of information timeliness on the predictability of stock and futures returns: An application of vector models (Q1127245) (← links)
- Testing cointegrating coefficients in vector autoregressive error correction models (Q1128547) (← links)
- Small sample testing for cointegration using the bootstrap approach (Q1128550) (← links)
- Submodel estimation of a structural vector error correction model under cointegration (Q1128783) (← links)
- Impulse response analysis of cointegrated systems (Q1186063) (← links)
- Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
- Cointegration in partial systems and the efficiency of single-equation analysis (Q1193515) (← links)
- Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← links)
- Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (Q1194029) (← links)
- Small sample properties of tests of linear restrictions on cointegrating vectors and their weights (Q1195087) (← links)
- Estimation of simultaneous equation models with stochastic trend components (Q1195786) (← links)
- Maximum likelihood inference on cointegration and seasonal cointegration (Q1203081) (← links)
- Heteroskedastic cointegration (Q1203087) (← links)
- A cointegration approach to estimating preference parameters (Q1265791) (← links)
- VARMAX-modelling of blast furnace process variables (Q1266520) (← links)
- Efficiency of the Turkish stock exchange with respect to monetary variables: A cointegration analysis (Q1268444) (← links)
- Testing misspecified cointegrating relationships (Q1274178) (← links)
- Long-run price elasticities and the Marshall-Lerner condition revisited (Q1274797) (← links)
- Real exchange rates under the recent float: Unequivocal evidence of mean reversion (Q1275107) (← links)
- Inflationary expectations and rationality revisited (Q1285751) (← links)
- Weak separability of non-tradables from consumer good imports: A simple test with evidence from Bangladesh (Q1292464) (← links)
- Cointegrated processes with infinite variance innovations (Q1296604) (← links)
- Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415) (← links)
- Low-pass filtered least squares estimators of cointegrating vectors (Q1298417) (← links)
- System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
