Pages that link to "Item:Q4720635"

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

Displaying 50 items.

• The long-run relation between black market and official exchange rates: Evidence from panel cointegration (Q1608842) (← links)
• Asymptotics for partly linear regression with dependent samples and ARCH errors: Consistency with rates (Q1609626) (← links)
• A cointegration analysis of annual tourism demand by Malaysia for Australia (Q1614017) (← links)
• Cointegration analysis of metals futures (Q1614018) (← links)
• Did crisis alter trading of two major oil futures markets? (Q1621634) (← links)
• Interdependencies between CDS spreads in the European union: is Greece the black sheep or black swan? (Q1621927) (← links)
• Model predictive control for optimal pairs trading portfolio with gross exposure and transaction cost constraints (Q1627827) (← links)
• On the relationship between the theory of cointegration and the theory of phase synchronization (Q1630395) (← links)
• Cointegration analysis with state space models (Q1633206) (← links)
• Three \(l_1\) based nonconvex methods in constructing sparse mean reverting portfolios (Q1635895) (← links)
• Asymptotic theory for M-estimates in unstable AR(\(p\)) processes with infinite variance innovations (Q1644434) (← links)
• Information rigidities and the news-adjusted output gap (Q1656360) (← links)
• Keynesian economics without the Phillips curve (Q1657231) (← links)
• Costly arbitrage through pairs trading (Q1657539) (← links)
• Modeling threshold conditional heteroscedasticity with regime-dependent skewness and kurtosis (Q1658309) (← 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)
• A time series paradox: unit root tests perform poorly when data are cointegrated (Q1672798) (← links)
• Co-integration tests for long run equilibrium in the monetary exchange rate model (Q1676627) (← links)
• Transitory consumption, durability and different approaches to test the life cycle model (Q1676716) (← links)
• Steady-state productivity relationships: estimation and some implications (Q1676755) (← links)
• A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)
• International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← 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)
• Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
• Determination of vector error correction models in high dimensions (Q1739869) (← links)
• The windowed scalogram difference: a novel wavelet tool for comparing time series (Q1740010) (← links)
• The unbiasedness hypothesis in the freight forward market: Evidence from cointegration tests (Q1774554) (← links)
• A new correlation coefficient for bivariate time-series data (Q1783111) (← links)
• Nonlinear joint dynamics between prices of crude oil and refined products (Q1783278) (← links)
• Estimating long-run relationships in economics. A comparison of different approaches (Q1801410) (← links)
• Long-term time-series forecasting of social interventions for narcotics use and property crime (Q1804109) (← links)
• \(I(0)\) in, integration and cointegration out: Time series properties of endogenous growth models (Q1808552) (← links)
• Testing exact rational expectations in cointegrated vector autoregressive models (Q1808556) (← links)
• A state space model of the economic fundamentals (Q1825113) (← links)
• Cointegration in VAR(1) process. Characterization and testing (Q1849314) (← links)
• Are saving and investment cointegrated? An ARDL bounds testing approach. (Q1852925) (← links)
• Asymmetric adjustment from structural booms and slumps. (Q1852931) (← links)
• Determination of cointegrating rank in fractional systems. (Q1858915) (← links)
• The importance of common cyclical features in VAR analysis: A Monte-Carlo study. (Q1858956) (← links)
• Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
• A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
• Nonlinear minimization estimators in the presence of cointegrating relations. (Q1858971) (← links)
• Special issue: Long memory and nonlinear time series. Selected papers of a conference, Cardiff, UK, July 9--11, 2000 (Q1863673) (← links)
• A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
• Higher order approximations for Wald statistics in time series regressions with integrated processes. (Q1867717) (← links)
• Semi-nonparametric cointegration testing (Q1867722) (← links)
• Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration (Q1867740) (← links)
• Stochastic cointegration: estimation and inference. (Q1867746) (← links)