Pages that link to "Item:Q156121"
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The following pages link to A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (Q156121):
Displayed 50 items.
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- cointReg (Q156103) (← links)
- Testing the nominal-to-real transformation (Q261895) (← links)
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- Resampling methods in econometrics (Q275241) (← links)
- Bootstrapping cointegrating regressions (Q275261) (← links)
- Productivity trends in U.S. manufacturing: evidence from the NQ and AIM cost functions (Q290955) (← links)
- Robust estimation for structural spurious regressions and a Hausman-type cointegration test (Q290961) (← links)
- Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model (Q291627) (← links)
- Common trends and cycles in I(2) VAR systems (Q291631) (← links)
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- Federal regulation and aggregate economic growth (Q372218) (← links)
- The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
- Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
- Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order (Q524820) (← links)
- Model selection criteria for the leads-and-lags cointegrating regression (Q527997) (← links)
- Comparing cointegrating regression estimators: (Q672881) (← links)
- Partial parametric estimation for nonstationary nonlinear regressions (Q738171) (← links)
- Semi-endogenous versus Schumpeterian growth models: testing the knowledge production function using international data (Q928698) (← links)
- The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models (Q960352) (← links)
- Natural rate doubts (Q1017004) (← links)
- The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation (Q1037548) (← links)
- Price level trend-stationarity and the instruments and targets of monetary policy: An empirical note (Q1286593) (← links)
- Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415) (← links)
- System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
- Pitfalls in testing for long run relationships (Q1298439) (← 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)
- Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)
- Five alternative methods of estimating long-run equilibrium relationships (Q1318994) (← links)
- Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (Q1341187) (← links)
- The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
- Polynomial cointegration. Estimation and test (Q1341209) (← links)
- Testing for the sustainability of the current account deficit in two industrial countries (Q1350880) (← links)
- An enlarged definition of cointegration (Q1351731) (← links)
- I(2) representations of US money demand (Q1352243) (← 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)
- Country fund discounts and the Mexican crisis of December 1994: Did local residents turn pessimistic before international investors? (Q1367842) (← links)
- Testing for multicointegration (Q1389465) (← links)
- The demand for money: Total transactions as the scale variable (Q1390989) (← links)
- Testing for structural change in conditional models (Q1580340) (← links)
- A simple method of testing for cointegration subject to multiple regime changes (Q1607269) (← links)
- Cointegration analysis with state space models (Q1633206) (← links)
- Money and velocity during financial crises: from the Great Depression to the Great Recession (Q1655598) (← links)
- Inventory behavior with permanent sales shocks (Q1657600) (← 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)
- Computing stock price comovements with a three-regime panel smooth transition error correction model (Q1730719) (← links)