Pages that link to "Item:Q1194029"

The following pages link to Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (Q1194029):

Displaying 50 items.

• Testing for the cointegration rank when some cointegrating directions are changing (Q261903) (← links)
• Testing for cointegration using partially linear models (Q261908) (← links)
• Cointegration in fractional systems with deterministic trends (Q265117) (← links)
• Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
• Cointegration in a historical perspective (Q736567) (← links)
• A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
• The impact of divorce precedents on the Japanese divorce rate (Q834326) (← links)
• Reduced-rank regression: a useful determinant identity (Q928904) (← links)
• Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices (Q1000376) (← links)
• A unifying framework for analysing common cyclical features in cointegrated time series (Q1020892) (← links)
• Small sample testing for cointegration using the bootstrap approach (Q1128550) (← links)
• Testing misspecified cointegrating relationships (Q1274178) (← 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)
• A comparison of cointegration tests (Q1363456) (← links)
• Numerical aspects of a likelihood ratio test statistic for cointegrating rank (Q1391987) (← links)
• Do UK stock prices deviate from fundamentals? (Q1427750) (← links)
• Which vintage of data to use when there are multiple vintages of data?: Cointegration, weak exogeneity and common factors (Q1583262) (← links)
• Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561) (← links)
• Testing exact rational expectations in cointegrated vector autoregressive models (Q1808556) (← links)
• Structural changes in the cointegrated vector autoregressive model (Q1810669) (← links)
• Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
• Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model (Q1899246) (← links)
• Cointegration and speed of convergence to equilibrium (Q1915442) (← links)
• Cointegration and the PPP and the UIP hypotheses: An application to the Spanish integration in the EC (Q1915774) (← links)
• Stock prices-inflation puzzle and the predictability of stock market returns (Q1929032) (← links)
• Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
• Noncausality in VAR-ECM models with purely exogeneous long-run paths (Q1978557) (← links)
• A survey of exogeneity in vector error correction models (Q2197390) (← links)
• A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts (Q2246617) (← links)
• Pitfalls and merits of cointegration-based mortality models (Q2292183) (← links)
• Regression-based analysis of cointegration systems (Q2346014) (← links)
• Purchasing power parity between the UK and Germany: the euro era (Q2416085) (← links)
• The relevance of the monetary model for the euro / USD exchange rate determination: a long run perspective (Q2416284) (← links)
• Structural breaks, tourism development, and economic growth: Evidence from Taiwan (Q2483547) (← links)
• Testing for unit roots in bounded time series (Q2511785) (← links)
• Interpreting cointegrating vectors and common stochastic trends (Q2565040) (← links)
• Testing for UIP-type relationships: nonlinearities, monetary announcements and interest rate expectations (Q2685474) (← links)
• Estimation of vector error correction models with mixed-frequency data (Q2852491) (← links)
• The transmission of shocks between Europe, Japan and the United States (Q3065492) (← links)
• A Stastistical Analysis of Cointegration for I(2) Variables (Q3365344) (← links)
• ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY (Q3377452) (← links)
• Inflation, exchange rates and PPP in a multivariate panel cointegration model (Q3499429) (← links)
• Cointegrating Regressions with Time Heterogeneity (Q3578996) (← links)
• INTERNATIONAL CAUSE-SPECIFIC MORTALITY RATES: NEW INSIGHTS FROM A COINTEGRATION ANALYSIS (Q4563760) (← links)
• Identifying, estimating and testing restricted cointegrated systems: An overview (Q4665352) (← links)
• THE RANK OF A SUBMATRIX OF COINTEGRATION (Q4680625) (← links)
• LONG-RUN STRUCTURAL MODELLING (Q4817927) (← links)
• The role of the constant and linear terms in cointegration analysis of nonstationary variables (Q4853080) (← links)
• Estimating systems of trending variables (Q4853084) (← links)