Pages that link to "Item:Q2511780"
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The following pages link to Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780):
Displaying 12 items.
- Determination of vector error correction models in high dimensions (Q1739869) (← links)
- Econometric estimates of Earth's transient climate sensitivity (Q2280594) (← links)
- Semiparametric estimation in triangular system equations with nonstationarity (Q2442578) (← links)
- Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780) (← links)
- Fully modified least squares cointegrating parameter estimation in multicointegrated systems (Q2682951) (← links)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- SIMPLE, ROBUST, AND ACCURATE<i>F</i>AND<i>t</i>TESTS IN COINTEGRATED SYSTEMS (Q4585026) (← links)
- EXACT LOCAL WHITTLE ESTIMATION IN LONG MEMORY TIME SERIES WITH MULTIPLE POLES (Q5859563) (← links)
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
- Parameter estimation and inference with spatial lags and cointegration (Q5860949) (← links)
- Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence (Q6190778) (← links)
- High-dimensional IV cointegration estimation and inference (Q6193065) (← links)