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):
Displaying 50 items.
- Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- cointReg (Q156103) (← links)
- Testing for the cointegration rank when some cointegrating directions are changing (Q261903) (← links)
- A nonparametric test for changing trends (Q262832) (← links)
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- Nonstationary nonlinear heteroskedasticity in regression (Q278499) (← links)
- Nonlinearity, nonstationarity, and spurious forecasts (Q290934) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← links)
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- Quantile cointegrating regression (Q302196) (← links)
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
- Applications of higher-order optimal Newton secant iterative methods in ocean acidification and investigation of long-run implications of \(CO_{2}\) emissions on alkalinity of seawater (Q469874) (← links)
- Model selection criteria for the leads-and-lags cointegrating regression (Q527997) (← 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)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- A control function approach for testing the usefulness of trending variables in forecast models and linear regression (Q737994) (← links)
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
- Residual based tests for cointegration in dependent panels (Q738179) (← 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)
- Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors (Q899509) (← links)
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← 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)
