The following pages link to Testing for Common Trends (Q3827458):
Displayed 50 items.
- Testing multiple equation systems for common nonlinear components (Q1379913) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- Direct estimation of the risk neutral factor dynamics of Gaussian term structure models (Q1410572) (← links)
- On bootstrapping regressions with unit root processes (Q1573123) (← links)
- Which vintage of data to use when there are multiple vintages of data?: Cointegration, weak exogeneity and common factors (Q1583262) (← links)
- Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
- Calculation of aggregate demand and supply disturbances from a common trends model (Q1606382) (← links)
- The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
- Panel cointegration testing in the presence of a time trend (Q1623538) (← links)
- Cointegration analysis with state space models (Q1633206) (← links)
- Traders' networks of interactions and structural properties of financial markets: an agent-based approach (Q1646518) (← links)
- Generalized method of moments estimation for cointegrated vector autoregressive models (Q1658311) (← links)
- \(I(0)\) in, integration and cointegration out: Time series properties of endogenous growth models (Q1808552) (← links)
- Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test (Q1856576) (← links)
- Determination of cointegrating rank in fractional systems. (Q1858915) (← links)
- The importance of common cyclical features in VAR analysis: A Monte-Carlo study. (Q1858956) (← links)
- A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
- Estimating cointegrated systems using subspace algorithms (Q1868966) (← links)
- Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698) (← links)
- Tests for cointegration. A Monte Carlo comparison (Q1915441) (← links)
- On the determination of integration indices in I(2) systems (Q1915474) (← links)
- On exchange rates and efficiency (Q1920946) (← links)
- An alternative approach to estimation of structural vector error correction models with long-run restrictions (Q1928735) (← links)
- A residual based test for the null hypothesis of cointegration. (Q1960368) (← links)
- Testing for the cointegrating rank of a VAR process with a time trend (Q1971792) (← links)
- Testing for cointegration: power versus frequency of observation -- further Monte Carlo results (Q1978317) (← links)
- An algebraic interpretation of cointegration (Q1978765) (← links)
- On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond (Q1994371) (← links)
- Cause-specific mortality rates: common trends and differences (Q2038253) (← links)
- Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (Q2064610) (← links)
- Estimation of \(\alpha, \beta\) and portfolio weights in a pure-jump model with long memory in volatility (Q2145810) (← links)
- Static and dynamic factors in an information-based multi-asset artificial stock market (Q2148216) (← links)
- Cointegration in large VARs (Q2148991) (← links)
- A robust procedure to build dynamic factor models with cluster structure (Q2305973) (← links)
- Regression-based analysis of cointegration systems (Q2346014) (← links)
- A unifying theory of tests of rank (Q2397723) (← links)
- Wavelet variance ratio cointegration test and wavestrapping (Q2418520) (← links)
- Forecasting with nonstationary dynamic factor models (Q2439045) (← links)
- Estimating cross-section common stochastic trends in nonstationary panel data (Q2439092) (← links)
- Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example (Q2489494) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- Interpreting cointegrating vectors and common stochastic trends (Q2565040) (← links)
- Nonparametric cointegration analysis of fractional systems with unknown integration orders (Q2630204) (← links)
- Business cycle and corporate failure in France: Is there a link? (Q2642587) (← links)
- Moving dynamic principal component analysis for non-stationary multivariate time series (Q2667028) (← links)
- Testing cointegration in quantile regressions with an application to the term structure of interest rates (Q2691647) (← links)
- Disentangling the source of non-stationarity in a panel of seasonal data (Q2699592) (← links)
- Testing for common trends in semi‐parametric panel data models with fixed effects (Q2896000) (← links)
- (Q2971499) (← links)
- Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application (Q3161681) (← links)