Pages that link to "Item:Q156114"
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The following pages link to Statistical Inference in Instrumental Variables Regression with I(1) Processes (Q156114):
Displaying 50 items.
- Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055) (← links)
- Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (Q1367140) (← links)
- Analysis of cointegrated VARMA processes (Q1371369) (← links)
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
- Impulse response and forecast error variance asymptotics in nonstationary VARs (Q1377303) (← links)
- Stability tests in error correction models (Q1377329) (← links)
- Normal estimators for cointegrating relationships (Q1391055) (← links)
- Price discovery, causality and forecasting in the freight futures market (Q1417897) (← links)
- Modelling the demand for money in New Zealand. (Q1418621) (← links)
- Nonlinear instrumental variable estimation of an autoregression. (Q1421319) (← links)
- The power of bootstrap based tests for parameters in cointegrating regressions (Q1567079) (← links)
- Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561) (← links)
- Cointegration analysis with state space models (Q1633206) (← links)
- Nonparametric testing for smooth structural changes in panel data models (Q1652957) (← links)
- The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
- Estimation and test for quantile nonlinear cointegrating regression (Q1672711) (← links)
- International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
- EU emissions trading scheme, competitiveness and carbon leakage: new evidence from cement and steel industries (Q1699072) (← links)
- Consistent estimation of linear regression models using matched~data (Q1706498) (← links)
- The unbiasedness hypothesis in the freight forward market: Evidence from cointegration tests (Q1774554) (← links)
- Estimating long-run relationships in economics. A comparison of different approaches (Q1801410) (← links)
- Fundamentals, regime shifts, and dollar behavior in the 1980s (Q1804597) (← links)
- A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
- Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model. (Q1867729) (← links)
- Stochastic cointegration: estimation and inference. (Q1867746) (← links)
- Index models with integrated time series (Q1870096) (← links)
- The role of theory in econometrics (Q1893399) (← links)
- Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
- Residual-based tests for cointegration in models with regime shifts (Q1906289) (← links)
- Unit root econometrics and economic nonlinearities (Q1909373) (← links)
- Tests for cointegration. A Monte Carlo comparison (Q1915441) (← links)
- Testing for structural breaks in cointegrated relationships (Q1915456) (← links)
- Reducing the size distortions of the panel LM test for cointegration (Q1929061) (← links)
- A residual based test for the null hypothesis of cointegration. (Q1960368) (← links)
- A note on fully-modified estimation of seemingly unrelated regression models with integrated regressors. (Q1960671) (← links)
- Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
- Are German money market rates well behaved? (Q1978477) (← links)
- Estimating the employment band of inaction with multiple breaks due to labor market reforms (Q2035610) (← links)
- Understanding temporal aggregation effects on kurtosis in financial indices (Q2116321) (← links)
- On LASSO for predictive regression (Q2155298) (← links)
- Global temperatures and greenhouse gases: a common features approach (Q2171998) (← links)
- Foreign direct investments, renewable electricity output, and ecological footprints: do financial globalization facilitate renewable energy transition and environmental welfare in Bangladesh? (Q2172531) (← links)
- Kernel-based inference in time-varying coefficient cointegrating regression (Q2182148) (← links)
- Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data (Q2190213) (← links)
- Nonstationary panel models with latent group structures and cross-section dependence (Q2225013) (← links)
- Econometric estimates of Earth's transient climate sensitivity (Q2280594) (← links)
- Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions (Q2280614) (← links)
- Modeling and testing smooth structural changes with endogenous regressors (Q2343771) (← links)
- Nonparametric predictive regression (Q2343822) (← links)
- Regression-based analysis of cointegration systems (Q2346014) (← links)
