Pages that link to "Item:Q1801410"
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The following pages link to Estimating long-run relationships in economics. A comparison of different approaches (Q1801410):
Displaying 11 items.
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- Comparing cointegrating regression estimators: (Q672881) (← links)
- Low-pass filtered least squares estimators of cointegrating vectors (Q1298417) (← links)
- Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley) (Q1371375) (← links)
- International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
- EU emissions trading scheme, competitiveness and carbon leakage: new evidence from cement and steel industries (Q1699072) (← links)
- Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
- Multiple sparse-grid Gauss-Hermite filtering (Q2290735) (← links)
- Fully modified estimation of cointegrating vectors via var prewhitening: A simulation study (Q3598348) (← links)
- ESTIMATION AND INFERENCE ON LONG-RUN EQUILIBRIA: A SIMULATION STUDY (Q4406236) (← links)
- Estimator Choice and Fisher's Paradox: A Monte Carlo Study (Q4451550) (← links)