Pages that link to "Item:Q1104685"

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

Displaying 50 items.

• Consistency and asymptotic normality of M-estimates of scatter on Grassmann manifolds (Q2140874) (← links)
• Cointegration in large VARs (Q2148991) (← links)
• Do both demand-following and supply-leading theories hold true in developing countries? (Q2155077) (← links)
• The relationship between China's real estate market and industrial metals futures market: evidence from non-price measures of the real estate market (Q2166068) (← links)
• Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
• Cointegrated dynamics for a generalized long memory process: application to interest rates (Q2196655) (← links)
• A hierarchical forecasting model for China's foreign trade (Q2200131) (← links)
• The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price (Q2227455) (← links)
• A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts (Q2246617) (← links)
• The role of the leverage effect in the price discovery process of credit markets (Q2246685) (← links)
• Detection and attribution of climate change through econometric methods (Q2254700) (← links)
• The influence of heteroskedastic variances on cointegration tests: a comparison using Monte Carlo simulations (Q2255776) (← links)
• An alternative approach to monetary aggregation in DEA (Q2267679) (← links)
• Econometric modelling of climate systems: the equivalence of energy balance models and cointegrated vector autoregressions (Q2280616) (← links)
• Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany (Q2288947) (← links)
• Variance disparity and market frictions (Q2294445) (← links)
• Estimating the equilibrium effective exchange rate for potential EMU members (Q2316844) (← links)
• Extreme canonical correlations and high-dimensional cointegration analysis (Q2323383) (← links)
• Relaxed support vector regression (Q2329900) (← links)
• On the Markov switching welfare cost of inflation (Q2338537) (← links)
• A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
• Regression-based analysis of cointegration systems (Q2346014) (← links)
• Analysis of portfolio diversification between REIT assets (Q2349613) (← links)
• Granger-causality in cointegrated VAR processes. The case of the term structure (Q2366938) (← links)
• Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
• A unifying theory of tests of rank (Q2397723) (← links)
• Purchasing power parity between the UK and Germany: the euro era (Q2416085) (← links)
• Analyzing heterogeneous stock price comovements through hybrid approaches (Q2416207) (← links)
• Macroeconomic effects of inflationary shocks with durable and non-durable consumption (Q2416233) (← links)
• The relevance of the monetary model for the euro / USD exchange rate determination: a long run perspective (Q2416284) (← links)
• The long-run determination of the real exchange rate. Evidence from an intertemporal modelling framework using the dollar-pound exchange rate (Q2416286) (← links)
• The forward search interactive outlier detection in cointegrated VAR analysis (Q2418273) (← links)
• Wavelet variance ratio cointegration test and wavestrapping (Q2418520) (← links)
• Separate cointegration in a VAR system subject to structural breaks (Q2419890) (← links)
• Low-frequency robust cointegration testing (Q2439861) (← links)
• A Wald test of restrictions on the cointegrating space based on Johansen's estimator (Q2442568) (← links)
• Modeling US housing prices by spatial dynamic structural equation models (Q2443143) (← links)
• Bootstrapping the likelihood ratio cointegration test in error correction models with unknown lag order (Q2445809) (← links)
• Testing the co-integrationg rank with the likelihood ratio test under dependent errors assumption (Q2473024) (← links)
• Testing linearity in a cointegrating STR model for the money demand function: International evidence from G-7 countries (Q2479432) (← links)
• Structural breaks, tourism development, and economic growth: Evidence from Taiwan (Q2483547) (← links)
• Challenges of trending time series econometrics (Q2486184) (← links)
• Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example (Q2489494) (← links)
• Extended complex error correction models for seasonal cointegration (Q2510648) (← links)
• Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780) (← links)
• Granger causality, exogeneity, cointegration, and economic policy analysis (Q2511789) (← links)
• Identification robust inference in cointegrating regressions (Q2511806) (← links)
• Testing cointegration relationship in a semiparametric varying coefficient model (Q2512598) (← links)
• Interpreting cointegrating vectors and common stochastic trends (Q2565040) (← links)
• Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea (Q2565045) (← links)