Pages that link to "Item:Q1305652"

The following pages link to Structural relations, cointegration and identification: Some simple results and their application (Q1305652):

Displaying 9 items.

• Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
• Identification of the long-run and the short-run structure. An application to the ISLM model (Q1341203) (← links)
• A note on the equivalence of long-run and short-run identifying restrictions in cointegrated systems (Q1389469) (← links)
• A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
• Tests for cointegration with structural breaks based on subsamples (Q2445705) (← links)
• Identification robust inference in cointegrating regressions (Q2511806) (← links)
• A sequential test for structural breaks in the causal linkages between the G7 short-term interest rates (Q2574863) (← links)
• On the structure of cointegration (Q2725676) (← links)
• Estimating cointegrating relations from a cross section (Q3367411) (← links)