Pages that link to "Item:Q4220582"

The following pages link to Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (Q4220582):

Displaying 50 items.

• An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
• Subsampling vector autoregressive tests of linear constraints (Q261882) (← links)
• Testing for the cointegration rank when some cointegrating directions are changing (Q261903) (← links)
• Testing for cointegration using partially linear models (Q261908) (← links)
• Stability results for nonlinear error correction models (Q262797) (← links)
• Generalized reduced rank tests using the singular value decomposition (Q274909) (← links)
• Residual autocorrelation testing for vector error correction models (Q278197) (← links)
• Bayesian point estimation of the cointegration space (Q278200) (← links)
• General-to-specific or specific-to-general modelling? An opinion on current econometric terminology (Q278257) (← links)
• Structural analysis with multivariate autoregressive index models (Q281034) (← links)
• Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (Q281053) (← links)
• Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
• Common cyclical features analysis in VAR models with cointegration (Q291630) (← links)
• Finite-sample simulation-based inference in VAR models with application to Granger causality testing (Q291851) (← links)
• Quantile cointegrating regression (Q302196) (← links)
• Forecasting cointegrated nonstationary time series with time-varying variance (Q341895) (← links)
• The market impact of a limit order (Q433360) (← links)
• Improved likelihood ratio tests for cointegration rank in the VAR model (Q473351) (← links)
• Cointegrating rank selection in models with time-varying variance (Q527990) (← links)
• Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors (Q619148) (← links)
• The estimation of continuous time models with mixed frequency data (Q726594) (← links)
• Tests for cointegration rank and choice of the alternative (Q734469) (← links)
• Likelihood based testing for no fractional cointegration (Q736557) (← links)
• Cointegration, long-run structural modelling and weak exogeneity: two models of the UK economy (Q736560) (← links)
• Panels with non-stationary multifactor error structures (Q737289) (← links)
• How useful are no-arbitrage restrictions for forecasting the term structure of interest rates? (Q737988) (← links)
• A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables (Q738073) (← links)
• A robust-filtering method for noisy non-stationary multivariate time series with econometric applications (Q825334) (← links)
• Generalized principal component analysis for moderately non-stationary vector time series (Q830695) (← links)
• Modelling interstate tourism demand in Australia: A cointegration approach (Q834287) (← links)
• Structural vector autoregressions with Markov switching (Q846505) (← links)
• On the specification and estimation of large scale simultaneous structural macroeconometric models (Q862776) (← links)
• Structural vector autoregressive analysis for cointegrated variables (Q862780) (← links)
• Econometric analysis of high frequency data (Q862781) (← links)
• Joint detection of unit roots and cointegration: data-based simulation (Q883241) (← links)
• Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank (Q894635) (← links)
• Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
• Identification and forecasting in mortality models (Q904608) (← links)
• Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105) (← links)
• Money demand function versus monetary integration: Revisiting panel cointegration among GCC countries (Q947926) (← links)
• Using subspace algorithm cointegration analysis: simulation performance and application to the term structure (Q961388) (← links)
• The New Keynesian Phillips curve revisited (Q964556) (← links)
• Nonparametric estimation in a nonlinear cointegration type model (Q997380) (← links)
• Bayesian learning of graphical vector autoregressions with unequal lag-lengths (Q1009333) (← links)
• A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
• On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap (Q1023788) (← links)
• The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation (Q1037548) (← links)
• Credit, income, and causality: a contemporary co-integration analysis (Q1044155) (← links)
• Bonferroni correction for seasonal cointegrating ranks (Q1046358) (← links)
• Generalized impulse response analysis in linear multivariate models (Q1128549) (← links)