Pages that link to "Item:Q1899243"
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The following pages link to Identifying restrictions of linear equations with applications to simultaneous equations and cointegration (Q1899243):
Displayed 22 items.
- Identification and estimation of non-Gaussian structural vector autoregressions (Q77374) (← links)
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- Common trends and cycles in I(2) VAR systems (Q291631) (← links)
- Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order (Q524820) (← links)
- Some identification problems in the cointegrated vector autoregressive model (Q736675) (← links)
- Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration (Q956511) (← links)
- A unifying framework for analysing common cyclical features in cointegrated time series (Q1020892) (← links)
- Trend stationarity in the \(I(2)\) cointegration model. (Q1298470) (← links)
- Structural relations, cointegration and identification: Some simple results and their application (Q1305652) (← links)
- Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
- Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model (Q1899246) (← links)
- A survey of exogeneity in vector error correction models (Q2197390) (← links)
- Search frictions and evolving labour market dynamics (Q2246589) (← links)
- Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications (Q4578182) (← links)
- Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes (Q4701042) (← links)
- LONG-RUN STRUCTURAL MODELLING (Q4817927) (← links)
- HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR (Q5247351) (← links)
- TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION (Q5247353) (← links)
- IDENTIFICATION OF COVARIANCE STRUCTURES (Q5438202) (← links)
- Dynamic adjustment cost models with forward‐looking behaviour (Q5469918) (← links)
- A systematic framework for analyzing the dynamic effects of permanent and transitory shocks. (Q5958098) (← links)
- Inference on co-integration parameters in heteroskedastic vector autoregressions (Q5964751) (← links)