Estimating systems of trending variables
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Publication:4853084
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Cites work
- Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
- Canonical Cointegrating Regressions
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Cointegration in partial systems and the efficiency of single-equation analysis
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
- Estimation for Partially Nonstationary Multivariate Autoregressive Models
- scientific article; zbMATH DE number 88842 (Why is no real title available?)
- Inference in Linear Time Series Models with some Unit Roots
- Nested Reduced-Rank Autogressive Models for Multiple Time Series
- NON‐NEGATIVE AUTOREGRESSIVE MODELS
- Optimal Inference in Cointegrated Systems
- Statistical analysis of cointegration vectors
- Statistical Inference in Instrumental Variables Regression with I(1) Processes
- Testing for Common Trends
- Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
- Vector linear time series models
Cited in
(7)- Optimal estimation of cointegrated systems with irrelevant instruments
- Optimal Inference in Cointegrated Systems
- A Stastistical Analysis of Cointegration for I(2) Variables
- ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY
- scientific article; zbMATH DE number 65824 (Why is no real title available?)
- COINTEGRATION AND COMMON FACTORS
- The role of the constant and linear terms in cointegration analysis of nonstationary variables
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