Pages that link to "Item:Q1265791"
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The following pages link to A cointegration approach to estimating preference parameters (Q1265791):
Displayed 12 items.
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- Robust estimation for structural spurious regressions and a Hausman-type cointegration test (Q290961) (← links)
- A consistent test for the null of stationarity against the alternative of a unit root (Q1195085) (← links)
- A cointegration approach to estimating preference parameters (Q1265791) (← links)
- Intertemporal substitution and durable goods: long-run data (Q1274794) (← links)
- Demand for medical care, consumption, and cointegration (Q1285748) (← links)
- Tests of cointegrating rank with trend-break (Q1298467) (← links)
- Cotrending and the stationarity of the real interest rate (Q1316984) (← links)
- Inventory behavior with permanent sales shocks (Q1657600) (← links)
- Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
- Functional-coefficient cointegration models in the presence of deterministic trends (Q5862483) (← links)
- Long run real exchange rates: Evidence from Mexico (Q5941124) (← links)