Pages that link to "Item:Q156116"
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The following pages link to Estimating Long-Run Economic Equilibria (Q156116):
Displaying 8 items.
- SIMPLE, ROBUST, AND ACCURATE<i>F</i>AND<i>t</i>TESTS IN COINTEGRATED SYSTEMS (Q4585026) (← links)
- On the interactions of unit roots and exogeneity (Q4860427) (← links)
- Estimation and Inference of a Cointegrated Regression in Panel Data: A Monte Carlo Study (Q4935521) (← links)
- SPECTRAL FINANCIAL ECONOMETRICS (Q5059133) (← links)
- Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
- Parameter estimation and inference with spatial lags and cointegration (Q5860949) (← links)
- High-dimensional IV cointegration estimation and inference (Q6193065) (← links)
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)