Pages that link to "Item:Q156114"
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The following pages link to Statistical Inference in Instrumental Variables Regression with I(1) Processes (Q156114):
Displayed 50 items.
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- cointReg (Q156103) (← links)
- The failure of orthogonality under nonstationarity: should we care about it? (Q544476) (← links)
- Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
- How useful is yet another data-driven bandwidth in long-run variance estimation? A simulation study on cointegrating regressions (Q547102) (← links)
- Spurious regression (Q609686) (← links)
- Comparing cointegrating regression estimators: (Q672881) (← 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)
- A note on hypothesis testing based on the fully modified vector autoregression (Q811715) (← links)
- Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors (Q870325) (← links)
- The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models (Q960352) (← links)
- Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← links)
- Some analysis of the long-run time series properties of consumption and income in the U.K (Q1206351) (← links)
- The information content of 3-month sterling futures (Q1274655) (← links)
- Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415) (← links)
- Low-pass filtered least squares estimators of cointegrating vectors (Q1298417) (← links)
- System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
- Analysis of cointegration vectors using the GMM approach (Q1298431) (← links)
- Inference in possibly integrated vector autoregressive models: Some finite sample evidence (Q1298437) (← links)
- Pitfalls in testing for long run relationships (Q1298439) (← links)
- Tests for cointegration with infinite variance errors (Q1298440) (← links)
- Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (Q1298451) (← links)
- Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645) (← links)
- Structural relations, cointegration and identification: Some simple results and their application (Q1305652) (← links)
- The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
- Polynomial cointegration. Estimation and test (Q1341209) (← links)
- Diagnostic test for structural change in cointegrated regression models (Q1351725) (← links)
- Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055) (← links)
- Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (Q1367140) (← links)
- Analysis of cointegrated VARMA processes (Q1371369) (← links)
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
- Impulse response and forecast error variance asymptotics in nonstationary VARs (Q1377303) (← links)
- Stability tests in error correction models (Q1377329) (← links)
- Normal estimators for cointegrating relationships (Q1391055) (← links)
- Price discovery, causality and forecasting in the freight futures market (Q1417897) (← links)
- Modelling the demand for money in New Zealand. (Q1418621) (← links)
- Nonlinear instrumental variable estimation of an autoregression. (Q1421319) (← links)
- The power of bootstrap based tests for parameters in cointegrating regressions (Q1567079) (← links)
- Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561) (← links)
- The unbiasedness hypothesis in the freight forward market: Evidence from cointegration tests (Q1774554) (← links)
- Estimating long-run relationships in economics. A comparison of different approaches (Q1801410) (← links)
- Fundamentals, regime shifts, and dollar behavior in the 1980s (Q1804597) (← links)
- A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
- Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model. (Q1867729) (← links)
- Index models with integrated time series (Q1870096) (← links)
- The role of theory in econometrics (Q1893399) (← links)
- Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
- Residual-based tests for cointegration in models with regime shifts (Q1906289) (← links)
- Unit root econometrics and economic nonlinearities (Q1909373) (← links)