Pages that link to "Item:Q4720635"

The following pages link to Co-Integration and Error Correction: Representation, Estimation, and Testing (Q4720635):

Displaying 50 items.

• Some unresolved issues in the application of control theory to economic policy-making (Q1202465) (← links)
• Forecasting time series with common seasonal patterns (with discussion) (Q1203075) (← links)
• Seasonal cointegration. The Japanese consumption function (with discussion) (Q1203077) (← links)
• Maximum likelihood inference on cointegration and seasonal cointegration (Q1203081) (← links)
• Heteroskedastic cointegration (Q1203087) (← links)
• A note on forecasting in co-integrated systems (Q1203716) (← links)
• A cointegration approach to estimating preference parameters (Q1265791) (← links)
• Efficiency of the Turkish stock exchange with respect to monetary variables: A cointegration analysis (Q1268444) (← links)
• Testing misspecified cointegrating relationships (Q1274178) (← links)
• On the Granger representation theorem: A counter example? (Q1274180) (← links)
• Real exchange rates under the recent float: Unequivocal evidence of mean reversion (Q1275107) (← links)
• Demand for medical care, consumption, and cointegration (Q1285748) (← links)
• Inflationary expectations and rationality revisited (Q1285751) (← links)
• Convergence of the static estimation toward the long run effects of dynamic panel data models (Q1292445) (← links)
• Cointegrated processes with infinite variance innovations (Q1296604) (← links)
• Low-pass filtered least squares estimators of cointegrating vectors (Q1298417) (← links)
• Analysis of cointegration vectors using the GMM approach (Q1298431) (← links)
• Pitfalls in testing for long run relationships (Q1298439) (← links)
• Tests for cointegration with infinite variance errors (Q1298440) (← links)
• Spurios regression theory with nonstationary fractionally integrated processes (Q1298444) (← 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)
• Tests of cointegrating rank with trend-break (Q1298467) (← links)
• Aggregation of linear dynamic microeconomic models (Q1300375) (← links)
• No-cointegration test based on fractional differencing: Some Monte Carlo results (Q1304366) (← links)
• Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645) (← links)
• Structural relations, cointegration and identification: Some simple results and their application (Q1305652) (← links)
• Spurious regression and residual-based tests for cointegration in panel data (Q1305656) (← links)
• Discrete and continuous time cointegration (Q1305667) (← links)
• Testing the null of stationarity for multiple time series (Q1305677) (← links)
• Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)
• The applied cointegration analysis for the open economy: A critical review (Q1307910) (← links)
• Residual based tests for cointegration. A Monte Carlo study of size distortions (Q1311290) (← links)
• A novel test of the monetary approach using black market exchange rates and the Johansen-Juselius cointegration method (Q1311306) (← links)
• Dynamic linkages between stock prices, accrual earnings and cash flows: A cointegration analysis (Q1313168) (← links)
• The identification of multivariate linear dynamic errors-in-variables models (Q1314476) (← links)
• Cotrending and the stationarity of the real interest rate (Q1316984) (← links)
• Cointegration tests on MARS (Q1318307) (← links)
• Encompassing univariate models in multivariate time series. A case study (Q1318971) (← links)
• Five alternative methods of estimating long-run equilibrium relationships (Q1318994) (← links)
• Spurious regressions and residual-based tests for cointegration when regressors are cointegrated (Q1319001) (← links)
• Price forecasting with state-space models of nonstationary time series: Case of the Japanese salmon market (Q1324342) (← links)
• Bootstrapping cointegrating regression (Q1327931) (← links)
• Does comovement among exchange rates imply market inefficiency? (Q1327942) (← links)
• A cointegration test of the optimal seigniorage model (Q1327979) (← links)
• Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
• The foreign exchange market efficiency hypothesis. Revisiting the puzzle (Q1332928) (← links)
• Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (Q1341187) (← links)
• Testing for an unstable root in conditional and structural error correction models (Q1341204) (← links)
• Direct cointegration testing in error correction models (Q1341205) (← links)