Estimating Long-Run Economic Equilibria
From MaRDI portal
Recommendations
Cited in
(59)- Adaptive estimation of cointegrating regressions with ARMA errors
- Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form
- Five alternative methods of estimating long-run equilibrium relationships
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
- Polynomial cointegration. Estimation and test
- Encompassing in stationary linear dynamic models
- Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments.
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
- cointReg
- Testing for structural change in conditional models
- The Fisher effect in the presence of time-varying coefficients
- International mobility of capital in the United States: robust evidence from time-series tests
- Estimating long-run relationships in economics. A comparison of different approaches
- A model of fractional cointegration, and tests for cointegration using the bootstrap.
- Efficient inference on cointegration parameters in structural error correction models
- Conditional and structural error correction models
- Long-run invariance in economic dynamics: a note
- Unit root econometrics and economic nonlinearities
- Testing for structural breaks in cointegrated relationships
- Regression vs. non-regression models of normal returns: implications for event studies
- Two stage least squares estimation in structural cointegration models
- A survey of exogeneity in vector error correction models
- Econometric estimates of Earth's transient climate sensitivity
- Optimal estimation of cointegrated systems with irrelevant instruments
- Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions
- Interpreting cointegrating vectors and common stochastic trends
- Fully modified least squares cointegrating parameter estimation in multicointegrated systems
- Testing cointegration in quantile regressions with an application to the term structure of interest rates
- Analyzing a small French ECM model
- Granger causality
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors
- FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS
- Simulation experiments on the performance of structural change tests in cointegration
- Test for cointegration based on two-stage least squares
- Fully modified estimation of cointegrating vectors via var prewhitening: A simulation study
- DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION
- LONG‐RUN EQUILIBRIA IN AN ECONOMY WITH A GREENHOUSE EFFECT
- A residual-based test of the null of cointegration in panel data
- ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY
- Estimator Choice and Fisher's Paradox: A Monte Carlo Study
- NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000)
- scientific article; zbMATH DE number 1538094 (Why is no real title available?)
- Bayesian inference in the triangular cointegration model using a jeffreys prior
- J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY
- ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000
- Simple, robust, and accurate \(F\) and \(t\) tests in cointegrated systems
- On the interactions of unit roots and exogeneity
- Estimation and Inference of a Cointegrated Regression in Panel Data: A Monte Carlo Study
- SPECTRAL FINANCIAL ECONOMETRICS
- Cointegrated continuous-time linear state-space and MCARMA models
- Model selection criteria for the leads-and-lags cointegrating regression
- Parameter estimation and inference with spatial lags and cointegration
- High-dimensional IV cointegration estimation and inference
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics
- Comparing cointegrating regression estimators:
- Taking Marshallian long-period equilibrium seriously
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
- Autoregressive distributed lag models and cointegration
- The role of ``leads in the dynamic OLS estimation of cointegrating regression models
This page was built for publication: Estimating Long-Run Economic Equilibria
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q156116)