Pages that link to "Item:Q1586561"
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The following pages link to Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561):
Displayed 14 items.
- A pair-wise approach to testing for output and growth convergence (Q277174) (← links)
- On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. (Q1605210) (← links)
- Asymmetric adjustment from structural booms and slumps. (Q1852931) (← links)
- Oil prices and economic activity in BRICS and G7 countries (Q2228263) (← links)
- Purchasing power parity between the UK and Germany: the euro era (Q2416085) (← links)
- Local power of likelihood-based tests for cointegrating rank: Comparative analysis of full and partial systems (Q2851992) (← links)
- Cointegration and sampling frequency (Q3018501) (← links)
- DISCRETE TIME REPRESENTATIONS OF COINTEGRATED CONTINUOUS TIME MODELS WITH MIXED SAMPLE DATA (Q3181960) (← links)
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION (Q3377454) (← links)
- Distributions of error correction tests for cointegration (Q4416010) (← links)
- DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER (Q4637611) (← links)
- LONG-RUN STRUCTURAL MODELLING (Q4817927) (← links)
- Estimation of cointegrated models with exogenous variables (Q5220839) (← links)
- Testing the long-run structural validity of the monetary exchange rate model (Q5958444) (← links)
