Pages that link to "Item:Q1104685"

The following pages link to Statistical analysis of cointegration vectors (Q1104685):

Displaying 50 items.

• Low-pass filtered least squares estimators of cointegrating vectors (Q1298417) (← links)
• System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
• Statistical inference on cointegration rank in error correction models with stationary covariates (Q1298419) (← links)
• Analysis of cointegration vectors using the GMM approach (Q1298431) (← links)
• Inference in possibly integrated vector autoregressive models: Some finite sample evidence (Q1298437) (← links)
• Tests for cointegration with infinite variance errors (Q1298440) (← 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)
• Trend stationarity in the \(I(2)\) cointegration model. (Q1298470) (← 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)
• Testing the null of stationarity for multiple time series (Q1305677) (← links)
• Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)
• Cotrending and the stationarity of the real interest rate (Q1316984) (← links)
• Encompassing univariate models in multivariate time series. A case study (Q1318971) (← links)
• Five alternative methods of estimating long-run equilibrium relationships (Q1318994) (← links)
• Weak exogeneity and dynamic stability in cointegrated VARs (Q1319626) (← links)
• Estimation of partially nonstationary vector autoregressive models with seasonal behavior (Q1329134) (← links)
• A comparison of tests of linear hypothesis in cointegrated vector autoregressive models (Q1331513) (← links)
• Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (Q1341187) (← links)
• Identification of the long-run and the short-run structure. An application to the ISLM model (Q1341203) (← links)
• Testing for an unstable root in conditional and structural error correction models (Q1341204) (← links)
• A multivariate approach to modeling univariate seasonal time series (Q1341207) (← links)
• The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
• Polynomial cointegration. Estimation and test (Q1341209) (← links)
• Statistical inference in vector autoregressions with possibly integrated processes (Q1347103) (← links)
• A numerical Bayesian test for cointegration of AR processes (Q1347107) (← links)
• Econometric decision models. Proceedings of the 2nd International Conference held in Haus Nordhelle, Meinerzhagen, Nordrhein-Westfalen, Germany, August 29--September 1, 1989 (Q1347693) (← links)
• Are taxes too low? (Q1350490) (← links)
• A test of purchasing power parity based on the largest principal component of real exchange rates of the main OECD economies (Q1350589) (← links)
• On cointegration tests for VAR models with drift (Q1351113) (← links)
• Cointegration, causality and export-led growth in Mexico, 1895-1992 (Q1351272) (← links)
• An enlarged definition of cointegration (Q1351731) (← links)
• Disaggregate stochastic trends in industrial production (Q1352169) (← links)
• I(2) representations of US money demand (Q1352243) (← links)
• A common framework for estimating multivariate autoregressive index models (Q1361519) (← links)
• Nonparametric cointegration analysis (Q1362072) (← links)
• Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (Q1367140) (← links)
• Multiple unit roots in periodic autoregression (Q1367143) (← links)
• The behavior of foreign currency holdings during currency crises: Causes and consequences (Q1367839) (← links)
• Codependent cycles (Q1371367) (← links)
• Analysis of cointegrated VARMA processes (Q1371369) (← links)
• Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
• Testing cointegration in infinite order vector autoregressive processes (Q1372924) (← links)
• On the non-existence of a Bartlett correction for unit root tests (Q1373988) (← links)
• Impulse response and forecast error variance asymptotics in nonstationary VARs (Q1377303) (← links)
• Stability tests in error correction models (Q1377329) (← links)
• Full maximum likelihood estimation of dynamic demand models (Q1377333) (← links)
• Testing multiple equation systems for common nonlinear components (Q1379913) (← links)