Pages that link to "Item:Q156114"

The following pages link to Statistical Inference in Instrumental Variables Regression with I(1) Processes (Q156114):

Displaying 49 items.

• Efficient Estimation of the Seemingly Unrelated Regression Cointegration Model and Testing for Purchasing Power Parity (Q4678786) (← links)
• Estimating systems of trending variables (Q4853084) (← links)
• Bootstrapping time series models (Q4883731) (← links)
• HYSTERESIS IN THE DYNAMICS OF EMPLOYMENT (Q4914340) (← links)
• FULLY MODIFIED ESTIMATION OF SEASONALLY COINTEGRATED PROCESSES (Q4933587) (← links)
• Estimation and Inference of a Cointegrated Regression in Panel Data: A Monte Carlo Study (Q4935521) (← links)
• Frequency Domain Estimation of Continuous Time Cointegrated Models with Mixed Frequency and Mixed Sample Data (Q4973948) (← links)
• ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR (Q4979934) (← links)
• Estimation of error correction model with measurement errors (Q5036886) (← links)
• AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY (Q5059132) (← links)
• Asymptotics for Panel Models with Common Shocks (Q5080153) (← links)
• Most stringent test of null of cointegration: a Monte Carlo comparison (Q5082952) (← links)
• SEMI‐PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY (Q5176850) (← links)
• Analysis of cointegrated models with measurement errors (Q5222362) (← links)
• A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES (Q5397673) (← links)
• Efficient estimation and inference in cointegrating regressions with structural change (Q5430499) (← links)
• Testing for the Null Hypothesis of Cointegration with a Structural Break (Q5436947) (← links)
• A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (Q5466755) (← links)
• Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (Q5488518) (← links)
• UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION (Q5741623) (← links)
• DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS (Q5741626) (← links)
• TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (Q5744881) (← links)
• REPRESENTATION OF I(1) AND I(2) AUTOREGRESSIVE HILBERTIAN PROCESSES (Q5859554) (← links)
• NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
• Robust inference for predictability in smooth transition predictive regressions (Q5860894) (← links)
• Nonstationary nonlinear quantile regression (Q5860924) (← links)
• Parameter estimation and inference with spatial lags and cointegration (Q5860949) (← links)
• A general inversion theorem for cointegration (Q5860964) (← links)
• Functional-coefficient cointegration models in the presence of deterministic trends (Q5862483) (← links)
• Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series (Q5863650) (← links)
• Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico (Q5881681) (← links)
• On bootstrap inference in cointegrating regressions (Q5941113) (← links)
• Semiparametric fractional cointegration analysis (Q5952032) (← links)
• A looser cointegration concept using fractional integration parameters and quantification of market responsiveness (Q5957838) (← links)
• Fully modified estimation with cross-equation restrictions. (Q5958267) (← links)
• Predictive quantile regression with persistent covariates: IVX-QR approach (Q5964753) (← links)
• Consumption, aggregate wealth and expected stock returns: a quantile cointegration approach (Q6039110) (← links)
• Penetrating sporadic return predictability (Q6090551) (← links)
• Transformed regression-based long-horizon predictability tests (Q6090579) (← links)
• Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions (Q6093718) (← links)
• Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds* (Q6134140) (← links)
• Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence (Q6190778) (← links)
• Functional principal component analysis for cointegrated functional time series (Q6194053) (← links)
• Weighted nonlinear regression with nonstationary time series (Q6593387) (← links)
• On LASSO for high dimensional predictive regression (Q6600010) (← links)
• A New Class of Bivariate Threshold Cointegration Models (Q6616613) (← links)
• Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)
• Inference in predictive quantile regressions (Q6664664) (← links)
• Estimating and testing for smooth structural changes in moment condition models (Q6664671) (← links)