Pages that link to "Item:Q1193515"
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The following pages link to Cointegration in partial systems and the efficiency of single-equation analysis (Q1193515):
Displayed 39 items.
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
- Autoregressive distributed lag models and cointegration (Q862779) (← links)
- Long-run equilibrium real exchange rates and oil prices (Q1129169) (← links)
- Statistical inference on cointegration rank in error correction models with stationary covariates (Q1298419) (← links)
- A comparison of tests of linear hypothesis in cointegrated vector autoregressive models (Q1331513) (← links)
- Identification of the long-run and the short-run structure. An application to the ISLM model (Q1341203) (← links)
- Testing for an unstable root in conditional and structural error correction models (Q1341204) (← links)
- The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
- Full maximum likelihood estimation of dynamic demand models (Q1377333) (← links)
- Aggregate job matching and returns to scale in Germany (Q1389586) (← links)
- Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561) (← links)
- Weak exogeneity in \(I(2)\) VAR systems (Q1808548) (← links)
- Testing exact rational expectations in cointegrated vector autoregressive models (Q1808556) (← links)
- Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
- Conditional and structural error correction models (Q1899245) (← links)
- Cointegration tests in the presence of structural breaks (Q1906293) (← links)
- A survey of exogeneity in vector error correction models (Q2197390) (← links)
- Search frictions and evolving labour market dynamics (Q2246589) (← links)
- The long-run determination of the real exchange rate. Evidence from an intertemporal modelling framework using the dollar-pound exchange rate (Q2416286) (← links)
- Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions (Q2488404) (← links)
- Interpreting cointegrating vectors and common stochastic trends (Q2565040) (← links)
- Local power of likelihood-based tests for cointegrating rank: Comparative analysis of full and partial systems (Q2851992) (← links)
- MODELLING TIME SERIES DATA OF MONETARY AGGREGATES USING<i>I</i>(2) AND<i>I</i>(1) COINTEGRATION ANALYSIS (Q2870071) (← links)
- Lagrance-multiplier tersts for weak exogeneity: a synthesis (Q4355142) (← links)
- Distributions of error correction tests for cointegration (Q4416010) (← links)
- Statistical Issues in Macroeconomic Modelling<sup>*</sup> (Q4416172) (← links)
- SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES (Q4443964) (← links)
- Econometric inflation targeting (Q4458368) (← links)
- NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000) (Q4471242) (← links)
- Progress from forecast failure-the Norwegian consumption function (Q4551770) (← links)
- PERMANENT-TRANSITORY DECOMPOSITIONS UNDER WEAK EXOGENEITY (Q4562560) (← links)
- Estimating systems of trending variables (Q4853084) (← links)
- On the interactions of unit roots and exogeneity (Q4860427) (← links)
- Revealing unnoticed properties of super exogeneity in a cointegrated vector autoregression (Q5046817) (← links)
- Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (Q5080150) (← links)
- A cointegration analysis of crime, economic activity, and police performance in São Paulo city (Q5129097) (← links)
- Estimation of cointegrated models with exogenous variables (Q5220839) (← links)
- A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables (Q5958790) (← links)