Pages that link to "Item:Q3408518"
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The following pages link to FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS (Q3408518):
Displaying 3 items.
- Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
- Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
- Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)