Pages that link to "Item:Q3799532"

The following pages link to Asymptotic Normality, When Regressors Have a Unit Root (Q3799532):

Displaying 33 items.

• Cointegration in fractional systems with deterministic trends (Q265117) (← links)
• Efficient tests for the presence of a pair of complex conjugate unit roots in real time series (Q269393) (← links)
• A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
• A note on the power of least squares tests for a unit root (Q899993) (← links)
• Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
• Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← 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)
• A cointegration approach to estimating preference parameters (Q1265791) (← links)
• Real exchange rates under the recent float: Unequivocal evidence of mean reversion (Q1275107) (← links)
• System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
• Inference for unit roots in dynamic panels where the time dimension is fixed (Q1298463) (← links)
• The CUSUM test based on least squares residuals in regressions with integrated variables (Q1311292) (← links)
• Cotrending and the stationarity of the real interest rate (Q1316984) (← links)
• The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
• Testing for the sustainability of the current account deficit in two industrial countries (Q1350880) (← links)
• Near-integration and deterministic trends (Q1370197) (← links)
• Unit root testing in integer-valued AR(1) models (Q1589595) (← links)
• Testing the currency-substitution model under the German hyperinflation (Q1601950) (← links)
• Steady-state productivity relationships: estimation and some implications (Q1676755) (← links)
• Tapered block bootstrap for unit root testing (Q1695661) (← links)
• Mirror image distributions and the Dickey-Fuller regression with a maintained trend (Q1915473) (← links)
• (Q2971499) (← links)
• UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (Q3181939) (← links)
• Fractional cointegration in the presence of linear trends (Q3552866) (← links)
• AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD (Q4562542) (← links)
• ESTIMATING STRUCTURAL PARAMETERS IN REGRESSION MODELS WITH ADAPTIVE LEARNING (Q4599617) (← links)
• A Weak law of large numbers for a class of nonstationary but stabiuzing vector arma processes with one unit root (Q5687777) (← links)
• THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson (Q5719161) (← links)
• Econometric tests of rationality and market efficiency (Q5750316) (← links)
• Functional-coefficient cointegration models in the presence of deterministic trends (Q5862483) (← links)
• Robust Inference for Near-Unit Root Processes with Time-Varying Error Variances (Q5864374) (← links)
• Predictive ability with cointegrated variables (Q5952956) (← links)