Pages that link to "Item:Q1104685"

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

Displaying 50 items.

• 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)
• Semi-nonparametric cointegration testing (Q1867722) (← links)
• Nonparametric tests for unit roots and cointegration. (Q1867726) (← links)
• A small sample correction for tests of hypotheses on the cointegrating vectors (Q1867739) (← links)
• Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand. (Q1868965) (← links)
• A Bayesian vector error correction model for forecasting exchange rates. (Q1870845) (← links)
• Maximum likelihood estimators in regression models with infinite variance innovations (Q1871690) (← links)
• Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698) (← links)
• Numerically stable cointegration analysis (Q1874130) (← links)
• Bayesian analysis of the error correction model (Q1886286) (← links)
• The quantity approach to financial integration: The Feldstein-Horioka criterion revisited (Q1891385) (← links)
• Identifying restrictions of linear equations with applications to simultaneous equations and cointegration (Q1899243) (← links)
• Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
• Conditional and structural error correction models (Q1899245) (← links)
• A simple message for autocorrelation correctors: Don't (Q1899249) (← links)
• On the term structure of interest rates -- empirical results for Germany (Q1901784) (← links)
• Residual-based tests for cointegration in models with regime shifts (Q1906289) (← links)
• Cointegration tests in the presence of structural breaks (Q1906293) (← links)
• Interval forecasting in cointegrated systems (Q1907865) (← links)
• Tests for cointegration. A Monte Carlo comparison (Q1915441) (← links)
• Cointegration and speed of convergence to equilibrium (Q1915442) (← links)
• Testing for structural breaks in cointegrated relationships (Q1915456) (← links)
• Cointegration and the PPP and the UIP hypotheses: An application to the Spanish integration in the EC (Q1915774) (← links)
• Does a \(J\)-curve exist for Korea and Taiwan? (Q1915780) (← links)
• Typologies of linear dynamic systems and models (Q1918124) (← links)
• Nonstationary term premia and cointegration of the term structure (Q1927363) (← links)
• Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate (Q1927402) (← links)
• Seasonal cointegration for monthly data (Q1927440) (← links)
• The informational value of unemployment statistics: a note on the time series properties of participation rates (Q1929437) (← links)
• A ``maximum-eigenvalue'' test for the cointegration ranks in \(I(2)\) vector autoregressions (Q1929859) (← links)
• Testing for purchasing power parity correcting for non-normality using the wild bootstrap (Q1934055) (← links)
• Price discovery in Chinese stock index futures market: new evidence based on intraday data (Q1945436) (← links)
• Bartlett corrections in cointegration testing (Q1960594) (← links)
• Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
• Testing for the cointegrating rank of a VAR process with a time trend (Q1971792) (← links)
• Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
• Testing for cointegration: power versus frequency of observation -- further Monte Carlo results (Q1978317) (← links)
• A further interpretation of Friedman's hypothesis: The cointegration of component CPI indexes (Q1978332) (← links)
• Noncausality in VAR-ECM models with purely exogeneous long-run paths (Q1978557) (← links)
• Alternative representation for asymptotic distributions of impulse responses in cointegrated VAR systems (Q1978764) (← links)
• An algebraic interpretation of cointegration (Q1978765) (← links)
• Pushing the limit? Fiscal policy in the European Monetary Union (Q1994160) (← links)
• Fiscal policy in good and bad times (Q1994192) (← links)
• Cause-specific mortality rates: common trends and differences (Q2038253) (← links)
• Estimation of continuous and discrete time co-integrated systems with stock and flow variables (Q2046060) (← links)
• Cotrending: testing for common deterministic trends in varying means model (Q2057835) (← links)
• A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
• Technological leaders, laggards and spillovers: a network GVAR analysis (Q2083588) (← links)
• Financial stress, regime switching and macrodynamics (Q2097867) (← links)