Pages that link to "Item:Q1367140"
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The following pages link to Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (Q1367140):
Displaying 15 items.
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- Efficient minimum distance estimation with multiple rates of convergence (Q528052) (← links)
- Asymptotic efficiency of the ordinary least-squares estimator for SUR models with integrated regressors (Q870325) (← links)
- Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors (Q899509) (← links)
- Analysis of cointegration vectors using the GMM approach (Q1298431) (← links)
- Generalized method of moments estimation for cointegrated vector autoregressive models (Q1658311) (← links)
- Estimating stochastic volatility diffusion using conditional moments of integrated volatility (Q1867730) (← links)
- Lag‐augmented two‐ and three‐stage least squares estimators for integrated structural dynamic models (Q3594913) (← links)
- ADMISSIBLE CLUSTERING OF AGGREGATOR COMPONENTS: A NECESSARY AND SUFFICIENT STOCHASTIC SEMINONPARAMETRIC TEST FOR WEAK SEPARABILITY (Q3647675) (← links)
- SEMI‐PARAMETRIC ESTIMATION OF LINEAR COINTEGRATING MODELS WITH NONLINEAR CONTEMPORANEOUS ENDOGENEITY (Q5176850) (← links)
- Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (Q5488518) (← links)
- Parameter estimation and inference with spatial lags and cointegration (Q5860949) (← links)
