Pages that link to "Item:Q1341208"
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The following pages link to The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208):
Displaying 22 items.
- Spurious regressions when stationary regressors are included (Q672763) (← links)
- Pitfalls in testing for long run relationships (Q1298439) (← links)
- Spurios regression theory with nonstationary fractionally integrated processes (Q1298444) (← links)
- Trend stationarity in the \(I(2)\) cointegration model. (Q1298470) (← links)
- The monetary model of the exchange rate under hyperinflation: (Q1351110) (← links)
- A comparison of cointegration tests (Q1363456) (← links)
- Multiple unit roots in periodic autoregression (Q1367143) (← links)
- Testing for multicointegration (Q1389465) (← links)
- Nonsense regressions due to neglected time-varying means (Q1402942) (← links)
- The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (Q1615082) (← links)
- Tests for the order of integration against higher order integration (Q1880276) (← links)
- Spurious nonlinear regressions in econometrics (Q1927829) (← links)
- Spurious correlation of \(I(0)\) regressors in models with an \(I(1)\) dependent variable (Q1929090) (← links)
- A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
- Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
- Fully modified least squares cointegrating parameter estimation in multicointegrated systems (Q2682951) (← links)
- A simple solution of the spurious regression problem (Q2691758) (← links)
- ESTIMATION OF COINTEGRATING VECTORS WITH TIME SERIES MEASURED AT DIFFERENT PERIODICITY (Q3377452) (← links)
- On the Robustness of Unit Root Tests in the Presence of Double Unit Roots (Q4677001) (← links)
- ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES (Q4814247) (← links)
- Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)
- Local power functions of tests for double unit roots (Q5313480) (← links)