Pages that link to "Item:Q302107"
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The following pages link to Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107):
Displaying 5 items.
- How useful is yet another data-driven bandwidth in long-run variance estimation? A simulation study on cointegrating regressions (Q547102) (← links)
- Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment (Q3102865) (← links)
- Limiting distribution of the score statistic under moderate deviation from a unit root in MA(1) (Q5397931) (← links)
- Asymptotic properties of bubble monitoring tests (Q5860992) (← links)
- Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series (Q5863650) (← links)