Pages that link to "Item:Q3212160"

The following pages link to Inference in Linear Time Series Models with some Unit Roots (Q3212160):

Displayed 50 items.

• Subsampling vector autoregressive tests of linear constraints (Q261882) ‎ (← links)
• Testing for cointegration using partially linear models (Q261908) ‎ (← links)
• A bootstrap causality test for covariance stationary processes (Q262751) ‎ (← links)
• Joint confidence sets for structural impulse responses (Q281051) ‎ (← links)
• Granger causality and the sampling of economic processes (Q291700) ‎ (← links)
• Short run and long run causality in time series: inference (Q291702) ‎ (← links)
• Testing for short- and long-run causality: a frequency-domain approach (Q291704) ‎ (← links)
• Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) ‎ (← links)
• Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (Q291863) ‎ (← links)
• Instrumental variable and variable addition based inference in predictive regressions (Q494409) ‎ (← links)
• Robust inference in nonlinear models with mixed identification strength (Q496160) ‎ (← links)
• Using large data sets to forecast sectoral employment (Q520398) ‎ (← links)
• Persistence-robust surplus-lag Granger causality testing (Q528008) ‎ (← links)
• Efficient minimum distance estimation with multiple rates of convergence (Q528052) ‎ (← links)
• Aggregation over time, error correction models and Granger causality: (Q671688) ‎ (← links)
• Linear aggregation in cointegrated systems (Q673689) ‎ (← links)
• A control function approach for testing the usefulness of trending variables in forecast models and linear regression (Q737994) ‎ (← links)
• Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) ‎ (← links)
• A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) ‎ (← links)
• Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration (Q738131) ‎ (← links)
• Analytical evaluation of the power of tests for the absence of cointegration (Q899515) ‎ (← links)
• Reasonable extreme-bounds analysis (Q908648) ‎ (← links)
• Nearly unstable AR models with coefficient matrices in Jordan normal form (Q1125015) ‎ (← links)
• Impulse response analysis of cointegrated systems (Q1186063) ‎ (← links)
• Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) ‎ (← links)
• Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) ‎ (← links)
• Estimation of simultaneous equation models with stochastic trend components (Q1195786) ‎ (← links)
• A note on the distribution of the least squares estimator of a random walk with a linear trend (Q1206325) ‎ (← links)
• Asymptotic inference for unstable auto-regressive time series with drifts (Q1262060) ‎ (← links)
• Analysis of cointegration vectors using the GMM approach (Q1298431) ‎ (← links)
• Inference in possibly integrated vector autoregressive models: Some finite sample evidence (Q1298437) ‎ (← links)
• Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) ‎ (← links)
• Matrix results on the Khatri-Rao and Tracy-Singh products (Q1300835) ‎ (← links)
• The spurious effect of unit roots on vector autoregressions. An analytical study (Q1314477) ‎ (← links)
• Testing the constancy of regression parameters against continuous structural change (Q1329130) ‎ (← links)
• Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) ‎ (← links)
• The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) ‎ (← links)
• Polynomial cointegration. Estimation and test (Q1341209) ‎ (← links)
• Estimating cointegration parameters: An application of the double bootstrap (Q1345554) ‎ (← links)
• Statistical inference in vector autoregressions with possibly integrated processes (Q1347103) ‎ (← links)
• Nonparametric cointegration analysis (Q1362072) ‎ (← links)
• Analysis of cointegrated VARMA processes (Q1371369) ‎ (← links)
• Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (Q1371374) ‎ (← links)
• Impulse response and forecast error variance asymptotics in nonstationary VARs (Q1377303) ‎ (← links)
• Regression with integrated regressors (Q1378823) ‎ (← links)
• On bootstrapping regressions with unit root processes (Q1573123) ‎ (← links)
• Do core inflation measures help forecast inflation?: Out-of-sample evidence from French data (Q1583392) ‎ (← links)
• Inference on one-way effect and evidence in Japanese macroeconomic data (Q1586548) ‎ (← links)
• Cointegration analysis with state space models (Q1633206) ‎ (← links)
• Monetary policy and long-run systemic risk-taking (Q1657161) ‎ (← links)