Pages that link to "Item:Q1104685"

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

Displaying 50 items.

• Phoebus J. Dhrymes (1932–2016) (Q5357396) (← links)
• A multivariate time series approach to projected life tables (Q5391287) (← links)
• Strong dependence in the nominal exchange rates of the Polish zloty (Q5430341) (← 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)
• Price and volatility spillovers between exchange rates and stock indexes for the pre- and post-euro period (Q5440108) (← links)
• Cointegration Detection Using Dynamic Factor Models (Q5451124) (← links)
• A comparison between tests for changes in the adjustment coefficients in cointegrated systems (Q5457920) (← links)
• A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (Q5466755) (← links)
• AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS (Q5483500) (← links)
• ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS (Q5696352) (← links)
• New Simple Tests for Panel Cointegration (Q5697354) (← links)
• A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA (Q5697616) (← links)
• Granger's representation theorem: A closed‐form expression for I(1) processes (Q5706716) (← links)
• THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION (Q5719160) (← links)
• THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson (Q5719161) (← links)
• Optimizing a basket against the efficient market hypothesis (Q5746739) (← links)
• Equity issues and aggregate market returns under information asymmetry (Q5746763) (← links)
• Likelihood-based panel cointegration test in the presence of a linear time trend and cross-sectional dependence (Q5860891) (← links)
• Estimation bias and bias correction in reduced rank autoregressions (Q5860917) (← links)
• A general inversion theorem for cointegration (Q5860964) (← links)
• Some notes on nonlinear cointegration: A partial review with some novel perspectives (Q5861017) (← links)
• In-fill asymptotic theory for structural break point in autoregressions (Q5861036) (← links)
• Bootstrap tests for time varying cointegration (Q5862480) (← links)
• Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series (Q5863650) (← links)
• The Co-Integrated Vector Autoregression with Errors–in–Variables (Q5864352) (← links)
• Robust cointegration testing in the presence of weak trends, with an application to the human origin of global warming (Q5864447) (← links)
• Comprehensively testing linearity hypothesis using the smooth transition autoregressive model (Q5867579) (← links)
• Durbin-Hausman tests for cointegration (Q5894580) (← links)
• Testing the term structure of interest rates using a stationary vector autoregression with regime switching (Q5894587) (← links)
• Durbin-Hausman tests for cointegration (Q5906476) (← links)
• Testing the term structure of interest rates using a stationary vector autoregression with regime switching (Q5906546) (← links)
• Nonlinear estimation using estimated cointegrating relations (Q5931141) (← links)
• A new definition for time-dependent price mean reversion in commodity markets (Q5940889) (← links)
• Export price responses to exogenous exchange rate movements (Q5940900) (← links)
• Cointegration analysis using \(M\) estimators. (Q5941012) (← links)
• A systematic framework for analyzing the dynamic effects of permanent and transitory shocks. (Q5958098) (← links)
• Endogenous thresholds and tests for asymmetry in US prime rate movements (Q5958686) (← links)
• Pairs trading with wavelet transform (Q6053125) (← links)
• Pre-selection in cointegration-based pairs trading (Q6122770) (← links)
• Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions (Q6138242) (← links)
• Clean energy consumption and economic growth in China: a time-varying analysis (Q6138248) (← links)
• How does economic policy uncertainty respond to permanent and transitory shocks? (Q6154058) (← links)
• Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities (Q6156334) (← links)
• High-dimensional IV cointegration estimation and inference (Q6193065) (← links)
• Characterizing correlation matrices that admit a clustered factor representation (Q6198259) (← links)
• How efficient are natural gas markets in practice? A wavelet-based approach (Q6547068) (← links)
• Politics, environment, and fisheries: empirical evidence from Pacific salmon fisheries (Q6550400) (← links)
• Hybrid SV-GARCH, \(t\)-GARCH and Markov-switching covariance structures in VEC models -- which is better from a predictive perspective? (Q6580679) (← links)
• Semiparametrically optimal cointegration test (Q6600012) (← links)