Pages that link to "Item:Q3212160"
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The following pages link to Inference in Linear Time Series Models with some Unit Roots (Q3212160):
Displaying 50 items.
- Subsampling vector autoregressive tests of linear constraints (Q261882) (← links)
- Testing for cointegration using partially linear models (Q261908) (← links)
- A bootstrap causality test for covariance stationary processes (Q262751) (← links)
- Joint confidence sets for structural impulse responses (Q281051) (← links)
- Granger causality and the sampling of economic processes (Q291700) (← links)
- Short run and long run causality in time series: inference (Q291702) (← links)
- Testing for short- and long-run causality: a frequency-domain approach (Q291704) (← links)
- Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
- Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (Q291863) (← links)
- Instrumental variable and variable addition based inference in predictive regressions (Q494409) (← links)
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- Using large data sets to forecast sectoral employment (Q520398) (← links)
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- Efficient minimum distance estimation with multiple rates of convergence (Q528052) (← links)
- Aggregation over time, error correction models and Granger causality: (Q671688) (← links)
- Linear aggregation in cointegrated systems (Q673689) (← links)
- A control function approach for testing the usefulness of trending variables in forecast models and linear regression (Q737994) (← links)
- Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions (Q737999) (← links)
- A consistent nonparametric test for nonlinear causality -- specification in time series regression (Q738056) (← links)
- Estimation for spatial dynamic panel data with fixed effects: the case of spatial cointegration (Q738131) (← links)
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- Reasonable extreme-bounds analysis (Q908648) (← links)
- Nearly unstable AR models with coefficient matrices in Jordan normal form (Q1125015) (← links)
- Impulse response analysis of cointegrated systems (Q1186063) (← links)
- Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
- Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← links)
- Estimation of simultaneous equation models with stochastic trend components (Q1195786) (← links)
- A note on the distribution of the least squares estimator of a random walk with a linear trend (Q1206325) (← links)
- Asymptotic inference for unstable auto-regressive time series with drifts (Q1262060) (← links)
- Analysis of cointegration vectors using the GMM approach (Q1298431) (← links)
- Inference in possibly integrated vector autoregressive models: Some finite sample evidence (Q1298437) (← links)
- Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) (← links)
- Matrix results on the Khatri-Rao and Tracy-Singh products (Q1300835) (← links)
- The spurious effect of unit roots on vector autoregressions. An analytical study (Q1314477) (← links)
- Testing the constancy of regression parameters against continuous structural change (Q1329130) (← links)
- Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
- The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
- Polynomial cointegration. Estimation and test (Q1341209) (← links)
- Estimating cointegration parameters: An application of the double bootstrap (Q1345554) (← links)
- Statistical inference in vector autoregressions with possibly integrated processes (Q1347103) (← links)
- Nonparametric cointegration analysis (Q1362072) (← links)
- Analysis of cointegrated VARMA processes (Q1371369) (← links)
- Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (Q1371374) (← links)
- Impulse response and forecast error variance asymptotics in nonstationary VARs (Q1377303) (← links)
- Regression with integrated regressors (Q1378823) (← links)
- On bootstrapping regressions with unit root processes (Q1573123) (← links)
- Do core inflation measures help forecast inflation?: Out-of-sample evidence from French data (Q1583392) (← links)
- Inference on one-way effect and evidence in Japanese macroeconomic data (Q1586548) (← links)
- Cointegration analysis with state space models (Q1633206) (← links)
- Monetary policy and long-run systemic risk-taking (Q1657161) (← links)
