Pages that link to "Item:Q4284149"
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The following pages link to Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models (Q4284149):
Displayed 26 items.
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- A note on Bartlett correction factor for tests on cointegrating relations (Q273759) (← links)
- Small-sample improvements in the statistical analysis of seasonally cointegrated systems (Q957207) (← links)
- Testing cointegrating coefficients in vector autoregressive error correction models (Q1128547) (← links)
- Analysis of cointegration vectors using the GMM approach (Q1298431) (← links)
- Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)
- Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (Q1341187) (← links)
- Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055) (← links)
- On the choice of test for a unit root when the errors are conditionally heteroskedastic (Q1615170) (← links)
- Jeffreys prior analysis of the simultaneous equations model in the case with \(n+1\) endogenous variables. (Q1867741) (← links)
- Bayesian analysis of the error correction model (Q1886286) (← links)
- Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
- Conditional and structural error correction models (Q1899245) (← links)
- Tests for cointegration. A Monte Carlo comparison (Q1915441) (← links)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- SPECIFICATION AND ESTIMATION OF SEMIPARAMETRIC MULTIPLE-INDEX MODELS (Q3551010) (← links)
- Fully modified estimation of cointegrating vectors via var prewhitening: A simulation study (Q3598348) (← links)
- ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY (Q4406236) (← links)
- VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN (Q4561966) (← links)
- Some recent developments in Markov Chain Monte Carlo for cointegrated time series (Q4606423) (← links)
- BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION (Q4680626) (← links)
- Modelling comovements of economic time series: a selective survey (Q5148510) (← links)
- Normalization in Econometrics (Q5292349) (← links)
- Bayesian Inference in Cointegrated<i>I</i>(2) Systems: A Generalization of the Triangular Model (Q5292357) (← links)
- A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (Q5466755) (← links)
- Estimation bias and bias correction in reduced rank autoregressions (Q5860917) (← links)