Pages that link to "Item:Q1318994"

The following pages link to Five alternative methods of estimating long-run equilibrium relationships (Q1318994):

Displaying 43 items.

• Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564) (← links)
• Cointegration in a historical perspective (Q736567) (← links)
• Small-sample improvements in the statistical analysis of seasonally cointegrated systems (Q957207) (← links)
• Cointegration tests with conditional heteroskedasticity. (Q1126488) (← links)
• Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (Q1194029) (← links)
• Low-pass filtered least squares estimators of cointegrating vectors (Q1298417) (← links)
• System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
• Spurious regression and residual-based tests for cointegration in panel data (Q1305656) (← links)
• Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)
• Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (Q1341187) (← links)
• A numerical Bayesian test for cointegration of AR processes (Q1347107) (← links)
• Testing for the sustainability of the current account deficit in two industrial countries (Q1350880) (← links)
• Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
• Stability tests in error correction models (Q1377329) (← links)
• The efficiency of financial futures markets: tests of prediction accuracy. (Q1427544) (← links)
• A distance measure between cointegration spaces (Q1589598) (← links)
• Generalized method of moments estimation for cointegrated vector autoregressive models (Q1658311) (← links)
• Tests for cointegration. A Monte Carlo comparison (Q1915441) (← links)
• Causality between economic growth and immigration: an ARDL bounds testing approach (Q1928721) (← links)
• Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
• Do both demand-following and supply-leading theories hold true in developing countries? (Q2155077) (← links)
• A survey of exogeneity in vector error correction models (Q2197390) (← links)
• A multicointegration model of global climate change (Q2280610) (← links)
• Identification robust inference in cointegrating regressions (Q2511806) (← links)
• Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea (Q2565045) (← links)
• Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
• Testing the relationships between shadow economy and unemployment: empirical evidence from linear and nonlinear tests (Q2687892) (← links)
• ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY (Q3377452) (← links)
• Test for cointegration based on two-stage least squares (Q3592025) (← links)
• A Meta Analytic Approach to Testing for Panel Cointegration (Q3625368) (← links)
• Finite sample performance of the model selection approach in co-integration analysis (Q3636775) (← links)
• ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY (Q4406236) (← links)
• A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
• NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000) (Q4471242) (← links)
• A Direct Test for Cointegration Between a Pair of Time Series (Q4677002) (← links)
• Vector autoregression and causality: a theoretical overview and simulation study (Q4853082) (← links)
• Violent crime and incentives in the long-run: evidence from England and Wales (Q5124790) (← links)
• On the usability of the fluctuation test statistic to identify multiple cointegration break points (Q5138109) (← links)
• A comparison of some common methods for detecting Granger noncausality (Q5290893) (← links)
• The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756) (← links)
• A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616) (← links)
• Predictive ability with cointegrated variables (Q5952956) (← links)
• Small sample adjustment for hypotheses testing on cointegrating vectors (Q6581765) (← links)