Pages that link to "Item:Q1899246"

The following pages link to 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):

Displayed 13 items.

• Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate (Q736564) ‎ (← links)
• Testing misspecified cointegrating relationships (Q1274178) ‎ (← links)
• Identifying restrictions of linear equations with applications to simultaneous equations and cointegration (Q1899243) ‎ (← links)
• Cointegration and the PPP and the UIP hypotheses: An application to the Spanish integration in the EC (Q1915774) ‎ (← links)
• Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) ‎ (← links)
• A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) ‎ (← links)
• Purchasing power parity between the UK and Germany: the euro era (Q2416085) ‎ (← links)
• Cointegrating Regressions with Time Heterogeneity (Q3578996) ‎ (← links)
• An I(2) cointegration analysis of small‐country import price determination (Q4439298) ‎ (← links)
• On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank (Q4451549) ‎ (← links)
• The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests (Q4493695) ‎ (← links)
• Price discovery in the Texas cash cattle market (Q4676868) ‎ (← links)
• Testing the long-run structural validity of the monetary exchange rate model (Q5958444) ‎ (← links)