LONG-RUN STRUCTURAL MODELLING
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Cites work
- scientific article; zbMATH DE number 4062374 (Why is no real title available?)
- scientific article; zbMATH DE number 192992 (Why is no real title available?)
- scientific article; zbMATH DE number 1898277 (Why is no real title available?)
- Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
- Asymptotic theory of nonlinear least squares estimation
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
- Fully Modified Least Squares and Vector Autoregression
- Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure
- Identification in Parametric Models
- Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
- Multiple Time Series Regression with Integrated Processes
- Optimal Inference in Cointegrated Systems
- Statistical analysis of cointegration vectors
- Stochastic Limit Theory
- Structural analysis of vector error correction models with exogenous \(I(1)\) variables
- Testing for a unit root in time series regression
- Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
- The Lagrangian Multiplier Test
Cited in
(18)- A new approach for estimating and testing the linear quadratic adjustment cost model under rational expectations and I(1) variables
- Multi-equational linear quadratic adjustment cost models with rational expectations and cointe\-gration
- ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
- Global and National Macroeconometric Modelling
- On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices.
- Frequency domain estimation of temporally aggregated Gaussian cointegrated systems
- Generalized impulse response analysis in linear multivariate models
- Structural relations, cointegration and identification: Some simple results and their application
- Testing the long-run structural validity of the monetary exchange rate model
- Cointegration, long-run structural modelling and weak exogeneity: two models of the UK economy
- Regression-based analysis of cointegration systems
- Identification of the long-run and the short-run structure. An application to the ISLM model
- MODELING MACROECONOMIC SUBAGGREGATES: AN APPLICATION OF NONLINEAR COINTEGRATION
- Cointegration and speed of convergence to equilibrium
- A Wald test of restrictions on the cointegrating space based on Johansen's estimator
- An alternative approach to estimation of structural vector error correction models with long-run restrictions
- Identifying, estimating and testing restricted cointegrated systems: An overview
- Oil price shocks and long run price and import demand behavior
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