Pages that link to "Item:Q1362055"
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The following pages link to Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055):
Displaying 8 items.
- The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
- Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
- PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563) (← links)
- A Direct Test for Cointegration Between a Pair of Time Series (Q4677002) (← links)
- A systematic framework for analyzing the dynamic effects of permanent and transitory shocks. (Q5958098) (← links)
