Pages that link to "Item:Q1105971"
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The following pages link to Forecasting and testing in co-integrated systems (Q1105971):
Displaying 50 items.
- Seasonal integration and cointegration (Q106272) (← links)
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Robustifying forecasts from equilibrium-correction systems (Q291860) (← links)
- Aggregation over time, error correction models and Granger causality: (Q671688) (← links)
- The effects of seasonally adjusting a periodic autoregressive process (Q672964) (← links)
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
- Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices (Q1000376) (← links)
- Error correction models, cointegration and the internal model principle (Q1105476) (← links)
- Small sample testing for cointegration using the bootstrap approach (Q1128550) (← links)
- Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← links)
- Small sample properties of tests of linear restrictions on cointegrating vectors and their weights (Q1195087) (← links)
- Seasonal cointegration. The Japanese consumption function (with discussion) (Q1203077) (← links)
- A note on forecasting in co-integrated systems (Q1203716) (← links)
- Efficiency of the Turkish stock exchange with respect to monetary variables: A cointegration analysis (Q1268444) (← links)
- Testing misspecified cointegrating relationships (Q1274178) (← links)
- Cointegrated processes with infinite variance innovations (Q1296604) (← links)
- Residual based tests for cointegration. A Monte Carlo study of size distortions (Q1311290) (← links)
- Cointegration tests on MARS (Q1318307) (← links)
- Spurious regressions and residual-based tests for cointegration when regressors are cointegrated (Q1319001) (← links)
- A multivariate approach to modeling univariate seasonal time series (Q1341207) (← links)
- The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
- Estimating cointegration parameters: An application of the double bootstrap (Q1345554) (← links)
- Nonparametric cointegration analysis (Q1362072) (← links)
- Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
- Co-integration tests for long run equilibrium in the monetary exchange rate model (Q1676627) (← links)
- Nonlinear joint dynamics between prices of crude oil and refined products (Q1783278) (← links)
- Long-term time-series forecasting of social interventions for narcotics use and property crime (Q1804109) (← links)
- The importance of common cyclical features in VAR analysis: A Monte-Carlo study. (Q1858956) (← links)
- Nonlinear minimization estimators in the presence of cointegrating relations. (Q1858971) (← links)
- On the term structure of interest rates -- empirical results for Germany (Q1901784) (← links)
- Interval forecasting in cointegrated systems (Q1907865) (← links)
- Currency devaluation, aggregate output, and the long run: An empirical study (Q1960382) (← links)
- Operational aspect of the policy coordination for financial stability: role of Jeffreys-Lindley's paradox in operations research (Q2070688) (← links)
- Testing for no-cointegration under time-varying variance (Q2315402) (← links)
- Forecasting with nonstationary dynamic factor models (Q2439045) (← links)
- Tests for cointegration with structural breaks based on subsamples (Q2445705) (← links)
- (Q2971498) (← links)
- (Q2971499) (← links)
- Forecasting time-varying covariance with a robust Bayesian threshold model (Q3088162) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- MODELING MACROECONOMIC SUBAGGREGATES: AN APPLICATION OF NONLINEAR COINTEGRATION (Q3503181) (← links)
- TESTING PPP BY MEANS OF ZNZ PATTERNED VECM (Q3520537) (← links)
- A complete VARMA modelling methodology based on scalar components (Q3552837) (← links)
- Test for cointegration based on two-stage least squares (Q3592025) (← links)
- The selection of zero-non-zero patterned cointegrating vectors in error-correction modelling (Q4355158) (← links)
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
- The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests (Q4493695) (← links)
- Some recent developments in Markov Chain Monte Carlo for cointegrated time series (Q4606423) (← links)
- A Direct Test for Cointegration Between a Pair of Time Series (Q4677002) (← links)
- Error-Correction Factor Models for High-dimensional Cointegrated Time Series (Q5134485) (← links)
