Pages that link to "Item:Q4720635"

The following pages link to Co-Integration and Error Correction: Representation, Estimation, and Testing (Q4720635):

Displaying 50 items.

• Using bivariate autoregressive representations in testing exact expectations relations (Q902603) (← links)
• Identification and forecasting in mortality models (Q904608) (← links)
• Recursive solution methods for dynamic linear rational expectations models (Q911206) (← links)
• Interpreting cointegrated models (Q921797) (← links)
• Small sample improvements in the threshold cointegration test using residual-based moving block bootstrap (Q934011) (← links)
• Nonlinear mean reversion in the term structure of interest rates (Q951428) (← links)
• Option valuation with co-integrated asset prices (Q951492) (← links)
• Markov-switching stochastic trends and economic fluctuations (Q953740) (← links)
• Exact maximum likelihood estimation of structured or unit root multivariate time series models (Q959386) (← links)
• Exact maximum likelihood estimation of partially nonstationary vector ARMA models (Q959448) (← links)
• Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
• The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models (Q960352) (← links)
• Using subspace algorithm cointegration analysis: simulation performance and application to the term structure (Q961388) (← links)
• An omnibus noise filter (Q964661) (← links)
• Incompatibility of trends in multi-year estimates from the American community survey (Q965115) (← links)
• Nonparametric estimation in a nonlinear cointegration type model (Q997380) (← links)
• Fundamentals and bubbles in asset prices: Evidence from U.S. and Japanese asset prices (Q1000376) (← links)
• An atmosphere-ocean time series model of global climate change (Q1010476) (← links)
• A test for fractional cointegration using the sieve bootstrap (Q1019511) (← links)
• A unifying framework for analysing common cyclical features in cointegrated time series (Q1020892) (← links)
• Multivariate modelling of long memory processes with common components (Q1020895) (← links)
• Estimating the functional form of road traffic maturity (Q1024046) (← links)
• Forecasting China's foreign trade volume with a kernel-based hybrid econometric-AI ensemble learning approach (Q1031961) (← links)
• Common singular spectrum analysis of several time series (Q1036726) (← links)
• An empirical method for assessing the research relevance gap (Q1038361) (← links)
• Credit, income, and causality: a contemporary co-integration analysis (Q1044155) (← links)
• Common nonstationary components of asset prices (Q1102850) (← links)
• Multivariate estimates of the permanent components of GNP and stock prices (Q1104023) (← links)
• Statistical analysis of cointegration vectors (Q1104685) (← links)
• Testing for cointegration using principal components methods (Q1104687) (← links)
• Continuous time autoregressive models with common stochastic trends (Q1104688) (← links)
• Error correction models, cointegration and the internal model principle (Q1105476) (← links)
• Forecasting and testing in co-integrated systems (Q1105971) (← links)
• On the dynamic shape of aggregated error correction models (Q1106605) (← links)
• On alternative state space representations of time series models (Q1109668) (← links)
• Bayesian reduced rank regression in econometrics (Q1126468) (← links)
• Cointegration tests with conditional heteroskedasticity. (Q1126488) (← links)
• Testing cointegrating coefficients in vector autoregressive error correction models (Q1128547) (← links)
• Generalized impulse response analysis in linear multivariate models (Q1128549) (← links)
• A non-linear error correction mechanism based on the bilinear model (Q1129153) (← links)
• Temporal aggregation in a periodically integrated autoregressive process (Q1129424) (← links)
• Prediction in dynamic models with time-dependent conditional variances (Q1185107) (← links)
• Impulse response analysis of cointegrated systems (Q1186063) (← links)
• Is there a long-run relation between the trade balance and the real effective exchange rate of LDCs! (Q1186877) (← links)
• Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
• Cointegration in partial systems and the efficiency of single-equation analysis (Q1193515) (← links)
• Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← links)
• Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK (Q1194029) (← links)
• Small sample properties of tests of linear restrictions on cointegrating vectors and their weights (Q1195087) (← links)
• Estimation of simultaneous equation models with stochastic trend components (Q1195786) (← links)