Pages that link to "Item:Q1194026"

The following pages link to Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026):

Displaying 19 items.

• Cointegration in fractional systems with deterministic trends (Q265117) (← links)
• Panel cointegration with global stochastic trends (Q302100) (← links)
• Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
• A cointegration approach to estimating preference parameters (Q1265791) (← links)
• System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
• Tests for cointegration with infinite variance errors (Q1298440) (← links)
• Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645) (← links)
• Spurious regression and residual-based tests for cointegration in panel data (Q1305656) (← links)
• The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
• Fundamentals, regime shifts, and dollar behavior in the 1980s (Q1804597) (← links)
• A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
• A residual based test for the null hypothesis of cointegration. (Q1960368) (← links)
• Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
• Detection and attribution of climate change through econometric methods (Q2254700) (← links)
• Fractional cointegration in the presence of linear trends (Q3552866) (← links)
• The Estimation and Inference of a Panel Cointegration Model with a Time Trend (Q3593542) (← links)
• COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES (Q3632374) (← links)
• Residuals‐based tests for the null of no‐cointegration: an Analytical comparison (Q5430494) (← links)
• Functional-coefficient cointegration models in the presence of deterministic trends (Q5862483) (← links)