Pages that link to "Item:Q156114"
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The following pages link to Statistical Inference in Instrumental Variables Regression with I(1) Processes (Q156114):
Displaying 50 items.
- Analysis of US real GNP and unemployment interactions. State space approach (Q2366135) (← links)
- Exchange rate regimes and business cycles: an empirical investigation (Q2416165) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Predictive regression under various degrees of persistence and robust long-horizon regression (Q2453084) (← links)
- Challenges of trending time series econometrics (Q2486184) (← links)
- Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780) (← links)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
- Interpreting cointegrating vectors and common stochastic trends (Q2565040) (← links)
- Unit root quantile autoregression testing using covariates (Q2630077) (← links)
- Using information about technologies, markets and firm behaviour to decompose a proper productivity index (Q2635049) (← links)
- Fully modified least squares cointegrating parameter estimation in multicointegrated systems (Q2682951) (← links)
- The impact of the real interest rate, the exchange rate and political stability on foreign direct investment inflows: a comparative analysis of G7 and GCC countries (Q2686275) (← links)
- Testing cointegration in quantile regressions with an application to the term structure of interest rates (Q2691647) (← links)
- Nonlinear and asymmetric pricing behaviour in the Spanish gasoline market (Q2691774) (← links)
- Hysteresis and sources of aggregate employment inertia (Q2700533) (← links)
- Unit roots: a selective review of the contributions of Peter C. B. Phillips (Q2878818) (← links)
- COINTEGRATING POLYNOMIAL REGRESSIONS: FULLY MODIFIED OLS ESTIMATION AND INFERENCE (Q2976210) (← links)
- WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS (Q2981820) (← links)
- Fully modified narrow‐band least squares estimation of weak fractional cointegration (Q3018490) (← links)
- Cointegration and sampling frequency (Q3018501) (← links)
- Pitfalls in Estimating Cointegrating Vector when Cointegration Relationship has Nonlinear Adjustment (Q3102865) (← links)
- ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY (Q3377452) (← links)
- FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS (Q3408518) (← links)
- Tests for Long-Run Granger Non-Causality in Cointegrated Systems (Q3440764) (← links)
- ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS (Q3450347) (← links)
- Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes (Q3505333) (← links)
- Simulation experiments on the performance of structural change tests in cointegration (Q3527722) (← links)
- Test for the null hypothesis of cointegration with reduced size distortion (Q3552834) (← links)
- The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study (Q3557577) (← links)
- Spurious Instrumental Variables (Q3585297) (← links)
- Test for cointegration based on two-stage least squares (Q3592025) (← links)
- Fully modified estimation of cointegrating vectors via var prewhitening: A simulation study (Q3598348) (← links)
- ADMISSIBLE AND NONADMISSIBLE TESTS IN UNIT-ROOT-LIKE SITUATIONS (Q3632370) (← links)
- DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION (Q3632424) (← links)
- LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION (Q3652616) (← links)
- REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES (Q3652620) (← links)
- UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST (Q3652623) (← links)
- Testing for structural change in cointegrated regression models: some comparisons and generalizations (Q4355154) (← links)
- A residual-based test of the null of cointegration in panel data (Q4385001) (← links)
- ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY (Q4406236) (← links)
- Tests for the Null Hypothesis of Cointegration: A Monte Carlo Comparison (Q4434416) (← links)
- THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION (Q4449529) (← links)
- Estimator Choice and Fisher's Paradox: A Monte Carlo Study (Q4451550) (← links)
- NONLINEAR ERROR CORRECTION: THE CASE OF MONEY DEMAND IN THE UNITED KINGDOM (1878–2000) (Q4471242) (← links)
- Bayesian inference in the triangular cointegration model using a jeffreys prior (Q4541744) (← links)
- ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000 (Q4561975) (← links)
- SIMPLE, ROBUST, AND ACCURATE<i>F</i>AND<i>t</i>TESTS IN COINTEGRATED SYSTEMS (Q4585026) (← links)
- Aggregate consumption spending, the stock market and asymmetric error correction (Q4610224) (← links)
- DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY (Q4637608) (← links)
