Pages that link to "Item:Q290961"
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The following pages link to Robust estimation for structural spurious regressions and a Hausman-type cointegration test (Q290961):
Displaying 8 items.
- Moment ratio estimation of autoregressive/unit root parameters and autocorrelation-consistent standard errors (Q1659160) (← links)
- Consistent estimator of nonparametric structural spurious regression model for high frequency data (Q1787219) (← links)
- On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111) (← links)
- Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
- Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
- Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
- A simple solution of the spurious regression problem (Q2691758) (← links)
- ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS (Q3450347) (← links)
