Pages that link to "Item:Q1899244"
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The following pages link to Efficient inference on cointegration parameters in structural error correction models (Q1899244):
Displayed 14 items.
- Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
- Autoregressive distributed lag models and cointegration (Q862779) (← links)
- Statistical inference on cointegration rank in error correction models with stationary covariates (Q1298419) (← links)
- Structural relations, cointegration and identification: Some simple results and their application (Q1305652) (← links)
- Nonparametric cointegration analysis (Q1362072) (← links)
- Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561) (← links)
- Weak exogeneity in \(I(2)\) VAR systems (Q1808548) (← links)
- A small sample correction for tests of hypotheses on the cointegrating vectors (Q1867739) (← links)
- Conditional and structural error correction models (Q1899245) (← links)
- Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- Lagrance-multiplier tersts for weak exogeneity: a synthesis (Q4355142) (← links)
- On the interactions of unit roots and exogeneity (Q4860427) (← links)
- Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (Q5080150) (← links)