The following pages link to Testing for Common Trends (Q3827458):
Displaying 50 items.
- Testing for the cointegration rank when some cointegrating directions are changing (Q261903) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
- Granger causality and the sampling of economic processes (Q291700) (← links)
- Markov-switching and the Beveridge-Nelson decomposition: has US output persistence changed since 1984? (Q299215) (← links)
- Extracting a common stochastic trend: theory with some applications (Q302195) (← links)
- The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
- Applications of higher-order optimal Newton secant iterative methods in ocean acidification and investigation of long-run implications of \(CO_{2}\) emissions on alkalinity of seawater (Q469874) (← links)
- Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
- Asymptotic theory for linear diffusions under alternative sampling schemes (Q498845) (← links)
- Information-based multi-assets artificial stock market with heterogeneous agents (Q619750) (← links)
- The dynamic effects of aggregate demand and supply disturbances: Another Look (Q672613) (← links)
- Arbitrage pricing and the stochastic inflation tax in a multisector monetary economy (Q673808) (← links)
- Identification and overidentification in SVECMs (Q709088) (← links)
- Cointegration, long-run structural modelling and weak exogeneity: two models of the UK economy (Q736560) (← links)
- Cointegration in a historical perspective (Q736567) (← links)
- A critique of the application of unit root tests (Q756342) (← links)
- Generalized principal component analysis for moderately non-stationary vector time series (Q830695) (← links)
- On the specification and estimation of large scale simultaneous structural macroeconometric models (Q862776) (← links)
- Financial stability in European banking: The role of common factors (Q867110) (← links)
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- Credit market frictions and their direct effects on U.S. Manufacturing fluctuations (Q951473) (← links)
- Markov-switching stochastic trends and economic fluctuations (Q953740) (← links)
- Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
- Using subspace algorithm cointegration analysis: simulation performance and application to the term structure (Q961388) (← links)
- The impact of structural breaks on the integration of the ASEAN-5 stock markets (Q1025348) (← links)
- Credit, income, and causality: a contemporary co-integration analysis (Q1044155) (← links)
- Common nonstationary components of asset prices (Q1102850) (← links)
- Statistical analysis of cointegration vectors (Q1104685) (← links)
- Testing for cointegration using principal components methods (Q1104687) (← links)
- Error correction models, cointegration and the internal model principle (Q1105476) (← 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)
- Forecasting time series with common seasonal patterns (with discussion) (Q1203075) (← links)
- Maximum likelihood inference on cointegration and seasonal cointegration (Q1203081) (← links)
- Spectral and persistence properties of cyclical growth (Q1274477) (← links)
- Computation of the Beveridge--Nelson decomposition for multivariate economic time series (Q1274780) (← links)
- Multivariate detrending under common trend restrictions: implications for business cycle research (Q1292270) (← 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)
- Analysis of cointegration vectors using the GMM approach (Q1298431) (← links)
- Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (Q1298451) (← links)
- Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
- Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)
- Residual based tests for cointegration. A Monte Carlo study of size distortions (Q1311290) (← links)
- Five alternative methods of estimating long-run equilibrium relationships (Q1318994) (← links)
- Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
- Direct cointegration testing in error correction models (Q1341205) (← links)
