Pages that link to "Item:Q1104685"

The following pages link to Statistical analysis of cointegration vectors (Q1104685):

Displaying 50 items.

• LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
• Testing the nominal-to-real transformation (Q261895) (← links)
• Testing for the cointegration rank when some cointegrating directions are changing (Q261903) (← links)
• Testing for cointegration using partially linear models (Q261908) (← links)
• Bootstrapping cointegrating regressions (Q275261) (← links)
• Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
• Econometric analysis of linearized singular dynamic stochastic general equilibrium models (Q278276) (← links)
• Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492) (← links)
• Patenting, intellectual property rights and sectoral outputs in Industrial Revolution Britain, 1780--1851 (Q280259) (← links)
• Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
• Diagnostic testing for cointegration (Q291113) (← links)
• A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621) (← links)
• The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
• Testing for short- and long-run causality: a frequency-domain approach (Q291704) (← links)
• Robustifying forecasts from equilibrium-correction systems (Q291860) (← links)
• Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (Q291863) (← links)
• Evaluating latent and observed factors in macroeconomics and finance (Q292037) (← links)
• Extracting a common stochastic trend: theory with some applications (Q302195) (← links)
• Estimating smooth structural change in cointegration models (Q341906) (← links)
• The short-run and long-run behaviour of personal consumption in Croatia (Q351544) (← links)
• Price discovery in the U.S. stock and stock options markets: a portfolio approach (Q375529) (← links)
• The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
• The relationship between budgetary expenditure and economic growth in Poland (Q441045) (← links)
• Applications of higher-order optimal Newton secant iterative methods in ocean acidification and investigation of long-run implications of \(CO_{2}\) emissions on alkalinity of seawater (Q469874) (← links)
• Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
• Long-memory exchange rate dynamics in the Euro era (Q508201) (← links)
• Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
• Model selection criteria for the leads-and-lags cointegrating regression (Q527997) (← links)
• Bayesian model averaging in the instrumental variable regression model (Q528106) (← links)
• A likelihood based estimator for vector autoregressive processes (Q537365) (← links)
• Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique (Q539794) (← links)
• Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
• Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence (Q551471) (← links)
• Bayesian analysis of structural credit risk models with microstructure noises (Q609830) (← links)
• Demand shocks and trade balance dynamics (Q638016) (← links)
• A note on the critical values for the maximum likelihood (seasonal) cointegration tests (Q672562) (← links)
• The dynamic effects of aggregate demand and supply disturbances: Another Look (Q672613) (← links)
• Cointegration and the long-run forecast of exchange rates (Q672918) (← links)
• The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag (Q673193) (← links)
• The length of the effect of aggregate advertising on aggregate consumption (Q673577) (← links)
• Linear aggregation in cointegrated systems (Q673689) (← links)
• New small sample estimators for cointegration regression: low-pass spectral filter method (Q674067) (← links)
• A comparison of Johansen and Phillips-Hansen cointegration tests of forward market efficiency (Q674069) (← links)
• Persistence, cointegration, and aggregation. A disaggregated analysis of output fluctuations in the U.S. economy (Q685913) (← links)
• A new approach to estimating value-income ratios with income growth and time-varying yields (Q726246) (← links)
• Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
• Likelihood based testing for no fractional cointegration (Q736557) (← links)
• A control function approach for testing the usefulness of trending variables in forecast models and linear regression (Q737994) (← links)
• Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
• Normalising cointegrating relationships subject to long-run exclusion (Q777694) (← links)