Pages that link to "Item:Q4720635"
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The following pages link to Co-Integration and Error Correction: Representation, Estimation, and Testing (Q4720635):
Displaying 50 items.
- The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
- Polynomial cointegration. Estimation and test (Q1341209) (← links)
- Temporal aggregation and the power of tests for a unit root (Q1343374) (← links)
- Estimating cointegration parameters: An application of the double bootstrap (Q1345554) (← links)
- Nonconvexities, labor hoarding, technology shocks, and procyclical productivity. A structural econometric analysis (Q1347092) (← links)
- A numerical Bayesian test for cointegration of AR processes (Q1347107) (← links)
- Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence (Q1347110) (← 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)
- Testing for the sustainability of the current account deficit in two industrial countries (Q1350880) (← links)
- Empirical evidence on the long-run neutrality hypothesis using low-frequency international data (Q1351236) (← links)
- Testing tariff endogeneity in Japan (Q1351267) (← links)
- Cointegration, causality and export-led growth in Mexico, 1895-1992 (Q1351272) (← links)
- Component extraction analysis of multivariate time series (Q1351538) (← links)
- A note on cointegration and control (Q1351665) (← links)
- An enlarged definition of cointegration (Q1351731) (← links)
- A common framework for estimating multivariate autoregressive index models (Q1361519) (← links)
- Nonparametric cointegration analysis (Q1362072) (← links)
- A comparison of cointegration tests (Q1363456) (← links)
- An introduction to stochastic unit-root processes (Q1367137) (← 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)
- Business cycle analysis without much theory: A look at structural VARs (Q1377305) (← links)
- Testing for multicointegration (Q1389465) (← links)
- The demand for money: Total transactions as the scale variable (Q1390989) (← links)
- Can nominal exchange rates be differenced to stationarity? (Q1390995) (← links)
- Exports and economic growth: Evidence from 19th Century Europe (Q1391065) (← links)
- Order flow and the bid-ask spread: an empirical probability model of screen-based trading (Q1391446) (← links)
- On the relationship between aggregate merger activity and the stock market: some further empirical evidence (Q1391632) (← links)
- Nonparametric frequency domain analysis of nonstationary multivariate time series (Q1400133) (← links)
- Estimating fractional cointegration in the presence of polynomial trends (Q1410566) (← links)
- Early surrender and the distribution of policy reserves (Q1413373) (← links)
- Price discovery, causality and forecasting in the freight futures market (Q1417897) (← links)
- Modelling the demand for money in New Zealand. (Q1418621) (← links)
- Do UK stock prices deviate from fundamentals? (Q1427750) (← links)
- Modelling the causal relationship between energy consumption and GDP in new Zealand, Australia, India, Indonesia, the Philippines and Thailand. (Q1427761) (← links)
- A case study of the residual-based cointegration procedure (Q1430407) (← links)
- The power of bootstrap based tests for parameters in cointegrating regressions (Q1567079) (← links)
- On bootstrapping regressions with unit root processes (Q1573123) (← links)
- Forecasting regional income inequality in China (Q1577761) (← links)
- Review of guidelines for the use of combined forecasts (Q1579477) (← links)
- Co-integration inference in the value--profit relation and investment models (Q1583399) (← links)
- Inference on one-way effect and evidence in Japanese macroeconomic data (Q1586548) (← links)
- Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561) (← links)
- Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
- On the interpretation of cointegration in the linear--quadratic inventory model. (Q1603789) (← links)
- Forward versus reverse regression and cointegration. (Q1606267) (← links)
- Calculation of aggregate demand and supply disturbances from a common trends model (Q1606382) (← links)
