Pages that link to "Item:Q3796605"
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The following pages link to Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (Q3796605):
Displaying 50 items.
- Seasonal integration and cointegration (Q106272) (← links)
- Small sample properties of forecasts from autoregressive models under structural breaks (Q265113) (← links)
- Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- The failure of orthogonality under nonstationarity: should we care about it? (Q544476) (← links)
- Spurious regression (Q609686) (← links)
- The dynamic effects of aggregate demand and supply disturbances: Another Look (Q672613) (← links)
- Autoregressive distributed lag models and cointegration (Q862779) (← links)
- Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
- Recursive solution methods for dynamic linear rational expectations models (Q911206) (← links)
- The Japanese stock market and the macroeconomy: An empirical investigation (Q1000390) (← links)
- Common nonstationary components of asset prices (Q1102850) (← links)
- The convergence of multivariate `unit root' distributions to their asymptotic limits. The case of money-income causality (Q1104684) (← links)
- Statistical analysis of cointegration vectors (Q1104685) (← 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)
- Seasonal cointegration. The Japanese consumption function (with discussion) (Q1203077) (← links)
- Heteroskedastic cointegration (Q1203087) (← links)
- A note on forecasting in co-integrated systems (Q1203716) (← links)
- Low-pass filtered least squares estimators of cointegrating vectors (Q1298417) (← links)
- Analysis of cointegration vectors using the GMM approach (Q1298431) (← links)
- Five alternative methods of estimating long-run equilibrium relationships (Q1318994) (← links)
- Estimating cointegration parameters: An application of the double bootstrap (Q1345554) (← links)
- Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055) (← links)
- Analysis of cointegrated VARMA processes (Q1371369) (← links)
- Order flow and the bid-ask spread: an empirical probability model of screen-based trading (Q1391446) (← links)
- On bootstrapping regressions with unit root processes (Q1573123) (← links)
- Generalized method of moments estimation for cointegrated vector autoregressive models (Q1658311) (← links)
- Estimating long-run relationships in economics. A comparison of different approaches (Q1801410) (← links)
- Long-term time-series forecasting of social interventions for narcotics use and property crime (Q1804109) (← links)
- Narrow-band analysis of nonstationary processes (Q1848891) (← links)
- Stochastic cointegration: estimation and inference. (Q1867746) (← links)
- The quantity approach to financial integration: The Feldstein-Horioka criterion revisited (Q1891385) (← links)
- Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
- Interval forecasting in cointegrated systems (Q1907865) (← links)
- Cointegration and speed of convergence to equilibrium (Q1915442) (← links)
- A residual based test for the null hypothesis of cointegration. (Q1960368) (← links)
- On high frequency estimation of the frictionless price: the use of observed liquidity variables (Q2405909) (← links)
- Robust dynamic pairs trading with cointegration (Q2417107) (← links)
- Term structure of interest rates and the expectation hypothesis: The Euro area (Q2464244) (← links)
- Granger causality, exogeneity, cointegration, and economic policy analysis (Q2511789) (← links)
- Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
- A video interview of James Stock (Q2687877) (← links)
- NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA (Q2786679) (← links)
- (Q2971499) (← links)
- Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment (Q3102865) (← links)
- THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS (Q3210028) (← links)
- Lag‐augmented two‐ and three‐stage least squares estimators for integrated structural dynamic models (Q3594913) (← links)
- FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS (Q3632416) (← links)
