Pages that link to "Item:Q3734921"
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The following pages link to Multiple Time Series Regression with Integrated Processes (Q3734921):
Displaying 50 items.
- Cross-sectional dependence robust block bootstrap panel unit root tests (Q102088) (← links)
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- Variance ratio tests of the seasonal unit root hypothesis (Q261881) (← links)
- Testing for common deterministic trend slopes (Q262744) (← links)
- Measurement errors and outliers in seasonal unit root testing (Q262804) (← links)
- Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Frequency domain estimation of temporally aggregated Gaussian cointegrated systems (Q278231) (← links)
- Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492) (← links)
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← links)
- Estimating smooth structural change in cointegration models (Q341906) (← links)
- Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
- Instrumental variable and variable addition based inference in predictive regressions (Q494409) (← links)
- Efficient estimation of nonstationary factor models (Q505082) (← links)
- Model selection criteria for the leads-and-lags cointegrating regression (Q527997) (← links)
- Optimal estimation under nonstandard conditions (Q528003) (← links)
- A likelihood based estimator for vector autoregressive processes (Q537365) (← links)
- The failure of orthogonality under nonstationarity: should we care about it? (Q544476) (← links)
- An analogue model of phase-averaging procedures (Q583817) (← links)
- Spurious regressions when stationary regressors are included (Q672763) (← links)
- Linear aggregation in cointegrated systems (Q673689) (← links)
- Optimal invariant tests for the autocorrelation coefficient in linear regressions with stationary or nonstationary AR(1) errors (Q806872) (← links)
- Autoregressive distributed lag models and cointegration (Q862779) (← links)
- Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors (Q870325) (← links)
- Series estimation under cross-sectional dependence (Q894633) (← links)
- M-estimator based unit root tests in the ESTAR framework (Q894867) (← links)
- Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions (Q899955) (← links)
- On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (Q1011549) (← links)
- Understanding spurious regressions in econometrics (Q1082027) (← links)
- Weak convergence to the matrix stochastic integral \(\int ^{1}_{0}B\,dB'\) (Q1094062) (← links)
- Multivariate estimates of the permanent components of GNP and stock prices (Q1104023) (← links)
- Statistical analysis of cointegration vectors (Q1104685) (← links)
- Testing for cointegration using principal components methods (Q1104687) (← links)
- Forecasting and testing in co-integrated systems (Q1105971) (← links)
- Trends and random walks in macroeconomic time series (Q1112530) (← links)
- A new test for structural stability in the linear regression model (Q1118297) (← links)
- On the behaviour of the sample autocovariances and autocorrelations of a seasonal ARIMA model (Q1123524) (← 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)
- Heteroskedastic cointegration (Q1203087) (← links)
- A simple test for parameter constancy in a nonlinear time series regression model (Q1206328) (← links)
- Cointegrated processes with infinite variance innovations (Q1296604) (← links)
- Low-pass filtered least squares estimators of cointegrating vectors (Q1298417) (← links)
- System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
- Statistical inference on cointegration rank in error correction models with stationary covariates (Q1298419) (← links)
- Analysis of cointegration vectors using the GMM approach (Q1298431) (← links)
- Inference in possibly integrated vector autoregressive models: Some finite sample evidence (Q1298437) (← links)
- Distribution theory for unit root tests with conditional heteroskedasticity (Q1298480) (← links)
