Pages that link to "Item:Q1362055"

The following pages link to Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055):

Displaying 5 items.

• The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
• Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
• Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
• Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
• Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)