Pages that link to "Item:Q290961"

The following pages link to Robust estimation for structural spurious regressions and a Hausman-type cointegration test (Q290961):

Displayed 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)