Pages that link to "Item:Q1104685"

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

Displaying 50 items.

• Test for cointegration based on two-stage least squares (Q3592025) (← links)
• Finite Sample Modifications of the Granger Non Causality Test in Cointegrated Vector Autoregressions (Q3593523) (← links)
• Lag‐augmented two‐ and three‐stage least squares estimators for integrated structural dynamic models (Q3594913) (← links)
• Testing for cointegration at any frequency using spectral methods (Q3598296) (← links)
• Fully modified estimation of cointegrating vectors via var prewhitening: A simulation study (Q3598348) (← links)
• Testing the Cointegrating Rank with Uncorrelated but Dependent Errors (Q3611808) (← links)
• A Meta Analytic Approach to Testing for Panel Cointegration (Q3625368) (← links)
• ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS (Q3632370) (← links)
• DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION (Q3632377) (← links)
• Finite sample performance of the model selection approach in co-integration analysis (Q3636775) (← links)
• A multivariate long-memory model with structural breaks (Q3638531) (← links)
• Volatility transmission patterns and terrorist attacks (Q3645205) (← links)
• TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT (Q3652628) (← links)
• Inference on cointegrating ranks using lr and lm tests based on pseudo-likelihoods (Q3842862) (← links)
• Comparisons of tests for multivariate cointegration (Q4032856) (← links)
• (Q4212965) (← links)
• (Q4212967) (← links)
• RECOGNIZING OVERDIFFERENCED TIME SERIES (Q4299024) (← links)
• A Review of Nonparametric Time Series Analysis (Q4361764) (← links)
• ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY (Q4406236) (← links)
• Distributions of error correction tests for cointegration (Q4416010) (← links)
• Statistical Issues in Macroeconomic Modelling^* (Q4416172) (← links)
• ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH (Q4443973) (← links)
• On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank (Q4451549) (← links)
• Estimator Choice and Fisher's Paradox: A Monte Carlo Study (Q4451550) (← links)
• Econometric inflation targeting (Q4458368) (← links)
• A REVIEW OF SYSTEMS COINTEGRATION TESTS (Q4471125) (← links)
• DYNAMIC FACTOR MODELS (Q4471130) (← links)
• The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests (Q4493695) (← links)
• Progress from forecast failure-the Norwegian consumption function (Q4551770) (← links)
• Pairs trading with partial cointegration (Q4554413) (← links)
• J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY (Q4561964) (← links)
• INTERNATIONAL CAUSE-SPECIFIC MORTALITY RATES: NEW INSIGHTS FROM A COINTEGRATION ANALYSIS (Q4563760) (← links)
• MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765) (← links)
• Some recent developments in Markov Chain Monte Carlo for cointegrated time series (Q4606423) (← links)
• (Q4637041) (← links)
• Cointegration: Bayesian Significance Test (Q4648647) (← links)
• PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Q4653563) (← links)
• Identifying, estimating and testing restricted cointegrated systems: An overview (Q4665352) (← links)
• A Direct Test for Cointegration Between a Pair of Time Series (Q4677002) (← links)
• Nonlinear error correction models (Q4677007) (← links)
• Some Results on Cointegration with Random Coefficients in the Error Correction Form: Estimation and Testing (Q4677022) (← links)
• THE RANK OF A SUBMATRIX OF COINTEGRATION (Q4680625) (← links)
• VECTOR AUTOREGRESSIVE MODELS WITH UNIT ROOTS AND REDUCED RANK STRUCTURE:ESTIMATION. LIKELIHOOD RATIO TEST, AND FORECASTING (Q4696585) (← links)
• Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes (Q4701042) (← links)
• Are Imports and Exports Cointegrated? An International Comparison (Q4814174) (← links)
• LONG-RUN STRUCTURAL MODELLING (Q4817927) (← links)
• The role of the constant and linear terms in cointegration analysis of nonstationary variables (Q4853080) (← links)
• Cointegration and direct tests of the rational expectations hypothesis (Q4853081) (← links)
• Vector autoregression and causality: a theoretical overview and simulation study (Q4853082) (← links)