Pages that link to "Item:Q156116"

The following pages link to Estimating Long-Run Economic Equilibria (Q156116):

Displaying 50 items.

• LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
• cointReg (Q156103) (← links)
• Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
• Model selection criteria for the leads-and-lags cointegrating regression (Q527997) (← links)
• Comparing cointegrating regression estimators: (Q672881) (← links)
• Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
• Autoregressive distributed lag models and cointegration (Q862779) (← links)
• The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models (Q960352) (← links)
• Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415) (← links)
• Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (Q1298451) (← links)
• Five alternative methods of estimating long-run equilibrium relationships (Q1318994) (← links)
• Polynomial cointegration. Estimation and test (Q1341209) (← links)
• Encompassing in stationary linear dynamic models (Q1341212) (← links)
• Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (Q1367140) (← links)
• Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
• Testing for structural change in conditional models (Q1580340) (← links)
• The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
• International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
• Estimating long-run relationships in economics. A comparison of different approaches (Q1801410) (← links)
• A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
• Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
• Conditional and structural error correction models (Q1899245) (← links)
• Unit root econometrics and economic nonlinearities (Q1909373) (← links)
• Testing for structural breaks in cointegrated relationships (Q1915456) (← links)
• Regression vs. non-regression models of normal returns: implications for event studies (Q1960360) (← links)
• Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
• A survey of exogeneity in vector error correction models (Q2197390) (← links)
• Econometric estimates of Earth's transient climate sensitivity (Q2280594) (← links)
• Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780) (← links)
• Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
• Interpreting cointegrating vectors and common stochastic trends (Q2565040) (← links)
• Fully modified least squares cointegrating parameter estimation in multicointegrated systems (Q2682951) (← links)
• Testing cointegration in quantile regressions with an application to the term structure of interest rates (Q2691647) (← links)
• (Q2971497) (← links)
• FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS (Q3408518) (← links)
• Simulation experiments on the performance of structural change tests in cointegration (Q3527722) (← links)
• Test for cointegration based on two-stage least squares (Q3592025) (← links)
• Fully modified estimation of cointegrating vectors via var prewhitening: A simulation study (Q3598348) (← links)
• DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION (Q3632424) (← links)
• A residual-based test of the null of cointegration in panel data (Q4385001) (← links)
• ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY (Q4406236) (← links)
• Estimator Choice and Fisher's Paradox: A Monte Carlo Study (Q4451550) (← links)
• NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000) (Q4471242) (← links)
• Bayesian inference in the triangular cointegration model using a jeffreys prior (Q4541744) (← links)
• J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY (Q4561964) (← links)
• ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 (Q4561975) (← links)
• SIMPLE, ROBUST, AND ACCURATE<i>F</i>AND<i>t</i>TESTS IN COINTEGRATED SYSTEMS (Q4585026) (← links)
• On the interactions of unit roots and exogeneity (Q4860427) (← links)
• Estimation and Inference of a Cointegrated Regression in Panel Data: A Monte Carlo Study (Q4935521) (← links)
• SPECTRAL FINANCIAL ECONOMETRICS (Q5059133) (← links)