Pages that link to "Item:Q1104685"

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

Displaying 50 items.

• Tariff endogeneity: Evidence from 19th century Europe (Q1389486) (← links)
• Exports and economic growth: Evidence from 19th Century Europe (Q1391065) (← links)
• Using stochastic growth models to understand unit roots and breaking trends (Q1391259) (← links)
• Forecasting the exchange rate PPP versus a random walk (Q1391650) (← links)
• Numerical aspects of a likelihood ratio test statistic for cointegrating rank (Q1391987) (← links)
• Price discovery, causality and forecasting in the freight futures market (Q1417897) (← links)
• Modelling the demand for money in New Zealand. (Q1418621) (← links)
• The efficiency of financial futures markets: tests of prediction accuracy. (Q1427544) (← links)
• The impact of stock market volatility on corporate bond credit spreads. (Q1427748) (← 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)
• The accumulation of human capital and the sectoral shifts hypothesis for different age groups. (Q1427764) (← links)
• The power of bootstrap based tests for parameters in cointegrating regressions (Q1567079) (← 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)
• A distance measure between cointegration spaces (Q1589598) (← links)
• Statistical inference in regression with heavy-tailed integrated variables (Q1600535) (← links)
• Price flexibility in channels of distribution: Eevidence from scanner data. (Q1603750) (← links)
• On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. (Q1605210) (← links)
• On the maximum likelihood cointegration procedure under a fractional equilibrium error (Q1606352) (← links)
• A cointegration analysis of annual tourism demand by Malaysia for Australia (Q1614017) (← links)
• Cointegration analysis of metals futures (Q1614018) (← links)
• Non performing loans (NPLs) in a crisis economy: long-run equilibrium analysis with a real time VEC model for Greece (2001--2015) (Q1619381) (← links)
• Did crisis alter trading of two major oil futures markets? (Q1621634) (← links)
• Panel cointegration testing in the presence of a time trend (Q1623538) (← links)
• Cointegration analysis with state space models (Q1633206) (← links)
• The cointegrated vector autoregressive model with general deterministic terms (Q1652953) (← links)
• Generalized method of moments estimation for cointegrated vector autoregressive models (Q1658311) (← links)
• The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
• Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses (Q1667905) (← links)
• A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
• Do they still matter? -- Impact of fossil fuels on electricity prices in the light of increased renewable generation (Q1695689) (← links)
• On estimation in some reduced rank extended growth curve models (Q1702431) (← links)
• Time-varying cointegration model using wavelets (Q1726797) (← links)
• Computing stock price comovements with a three-regime panel smooth transition error correction model (Q1730719) (← links)
• Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships (Q1731378) (← links)
• Stock futures of a flawed market index (Q1732968) (← links)
• Determination of vector error correction models in high dimensions (Q1739869) (← links)
• The unbiasedness hypothesis in the freight forward market: Evidence from cointegration tests (Q1774554) (← links)
• Nonlinear joint dynamics between prices of crude oil and refined products (Q1783278) (← links)
• Fundamentals, regime shifts, and dollar behavior in the 1980s (Q1804597) (← links)
• \(I(0)\) in, integration and cointegration out: Time series properties of endogenous growth models (Q1808552) (← links)
• Structural changes in the cointegrated vector autoregressive model (Q1810669) (← links)
• Testing for unit roots with stationary covariates (Q1810679) (← links)
• Time aggregation and skip sampling in cointegration tests. (Q1815626) (← links)
• Cointegration in VAR(1) process. Characterization and testing (Q1849314) (← links)
• Are saving and investment cointegrated? An ARDL bounds testing approach. (Q1852925) (← links)
• Stability and non-linear dynamics in the broad demand for money in Spain. (Q1853728) (← links)
• Is a small Monte Carlo analysis a good analysis? Checking the size, power and consistency of a simulation-based test (Q1856576) (← links)
• Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)