Pages that link to "Item:Q3734921"
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The following pages link to Multiple Time Series Regression with Integrated Processes (Q3734921):
Displayed 50 items.
- Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
- Panel data analysis -- advantages and challenges (with comments and rejoinder) (Q2384656) (← links)
- Nonstationary dynamic factor analysis (Q2491853) (← links)
- Testing for serial correlation of unknown form in cointegrated time series models (Q2501358) (← links)
- Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
- Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
- Let's fix it: fixed-\(b\) asymptotics versus small-\(b\) asymptotics in heteroskedasticity and autocorrelation robust inference (Q2512630) (← links)
- Weak convergence of nonparametric estimators of the multidimensional and multidimensional-multivariate renewal functions on Skorohod topology spaces (Q2676876) (← links)
- Fully modified least squares cointegrating parameter estimation in multicointegrated systems (Q2682951) (← links)
- Testing for cointegration with threshold adjustment in the presence of structural breaks (Q2697069) (← links)
- Multiple structural breaks in cointegrating regressions: a model selection approach (Q2700541) (← links)
- Robust unit root tests with autoregressive errors (Q2830189) (← links)
- NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE (Q2878822) (← links)
- Improving robust model selection tests for dynamic models (Q3004021) (← links)
- ADL tests for threshold cointegration (Q3103180) (← links)
- ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS (Q3168425) (← links)
- A STATE SPACE TIME SERIES MODELLING METHOD WITHOUT INDIVIDUAL DETRENDING (Q3197159) (← links)
- ORDERS AND INITIAL VALUES OF NON-STATIONARY MULTIVARIATE ARMA MODELS (Q3203889) (← links)
- THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS (Q3210028) (← links)
- A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS (Q3377446) (← links)
- UNBALANCED COINTEGRATION (Q3408520) (← links)
- Simulation experiments on the performance of structural change tests in cointegration (Q3527722) (← links)
- Test for cointegration based on two-stage least squares (Q3592025) (← links)
- Lag‐augmented two‐ and three‐stage least squares estimators for integrated structural dynamic models (Q3594913) (← links)
- The role of the drift in I(2) systems (Q3598300) (← links)
- COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES (Q3632374) (← links)
- DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS (Q3632422) (← links)
- UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST (Q3652623) (← links)
- Finite sample comparisons of the distributions of the ols and gls estimators in regression with an integrated regsorad correlated errors (Q4224732) (← links)
- Testing for structural change in cointegrated regression models: some comparisons and generalizations (Q4355154) (← links)
- A residual-based test of the null of cointegration in panel data (Q4385001) (← links)
- ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY (Q4406236) (← links)
- ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH (Q4443973) (← links)
- THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION (Q4449529) (← links)
- Nonstationary panel data analysis: an overview of some recent developments (Q4512504) (← links)
- CURRENT PROBLEMS IN ECONOMETRICS— A PERSONAL VIEW: Address on the Occasion of the Investiture of Professor John Denis Sargan with the Degree of Doctor Honoris Causa of the University Carlos III, 2 February 1993 (Q4561961) (← links)
- ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS (Q4561968) (← links)
- TESTING FOR A UNIT ROOT IN LEE–CARTER MORTALITY MODEL (Q4563809) (← links)
- SIMPLE, ROBUST, AND ACCURATE<i>F</i>AND<i>t</i>TESTS IN COINTEGRATED SYSTEMS (Q4585026) (← links)
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563) (← links)
- Some Results on Cointegration with Random Coefficients in the Error Correction Form: Estimation and Testing (Q4677022) (← links)
- Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes (Q4701042) (← links)
- TESTING THE ORDER OF DIFFERENCING IN TIME SERIES REGRESSION (Q4715811) (← links)
- Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence (Q4805312) (← links)
- LONG-RUN STRUCTURAL MODELLING (Q4817927) (← links)
- On the interactions of unit roots and exogeneity (Q4860427) (← links)
- UNIT ROOTS IN PERIODIC AUTOREGRESSIONS (Q4892824) (← links)
- TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
- TIME-VARYING COINTEGRATION (Q4933586) (← links)
- Estimation and Inference of a Cointegrated Regression in Panel Data: A Monte Carlo Study (Q4935521) (← links)