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.
- Seasonal cointegration and cross-equation restrictions on a forward-looking buffer stock model of money demand. (Q1868965) (← links)
- Estimating cointegrated systems using subspace algorithms (Q1868966) (← links)
- Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698) (← links)
- Invariant Bayesian inference in regression models that is robust against the Jeffreys-Lindley's paradox (Q1886282) (← links)
- Bayesian analysis of the error correction model (Q1886286) (← links)
- The quantity approach to financial integration: The Feldstein-Horioka criterion revisited (Q1891385) (← links)
- Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← 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)
- Unit root econometrics and economic nonlinearities (Q1909373) (← links)
- Tests for cointegration. A Monte Carlo comparison (Q1915441) (← links)
- Cointegration and speed of convergence to equilibrium (Q1915442) (← links)
- On the determination of integration indices in I(2) systems (Q1915474) (← 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)
- Neural networks in the capital markets: An application to index forecasting (Q1915792) (← links)
- Typologies of linear dynamic systems and models (Q1918124) (← links)
- Tax policy and state economic growth: the long-run and short-run of it (Q1925709) (← links)
- On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111) (← links)
- Time-series tests of convergence and transitional dynamics (Q1927391) (← links)
- Nonparametric cointegration analysis of the nominal interest rate and expected inflation rate (Q1927402) (← links)
- Frequency domain bootstrap for the fractional cointegration regression (Q1929122) (← links)
- Separation of stationary and non-stationary sources with a generalized eigenvalue problem (Q1941586) (← links)
- Price discovery in Chinese stock index futures market: new evidence based on intraday data (Q1945436) (← links)
- How does monetary policy influence capital markets? Using a threshold regression model (Q1945438) (← links)
- A trend-switching financial time series model with level-duration dependence (Q1954678) (← links)
- A residual based test for the null hypothesis of cointegration. (Q1960368) (← links)
- Currency devaluation, aggregate output, and the long run: An empirical study (Q1960382) (← links)
- Bartlett corrections in cointegration testing (Q1960594) (← 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)
- Long-run and short-run co-movement in UK consumption and income (Q1978318) (← links)
- An algebraic interpretation of cointegration (Q1978765) (← links)
- On the ``mementum'' of meme stocks (Q1984434) (← links)
- Dynamic pairs trading using the stochastic control approach (Q1994134) (← links)
- Pushing the limit? Fiscal policy in the European Monetary Union (Q1994160) (← links)
- On the welfare costs of business-cycle fluctuations and economic-growth variation in the 20th century and beyond (Q1994371) (← links)
- Inference on functionals under first order degeneracy (Q2000838) (← links)
- Matrix factorization for multivariate time series analysis (Q2008611) (← links)
- Risk-adjusted returns from statistical arbitrage opportunities in Indian stock futures market (Q2036881) (← links)
- A fault detection method based on stacking the SAE-SRBM for nonstationary and stationary hybrid processes (Q2042977) (← links)
- Cointegration in high frequency data (Q2044337) (← links)
- Consumption, aggregate wealth and expected stock returns: an FCVAR approach (Q2046049) (← links)
- Cotrending: testing for common deterministic trends in varying means model (Q2057835) (← links)
- Copula-based Black-Litterman portfolio optimization (Q2060420) (← links)
- Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (Q2064610) (← links)
- A comparison of semiparametric tests for fractional cointegration (Q2065321) (← links)
