Pages that link to "Item:Q1934716"
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The following pages link to Cointegration, variance shifts and the limiting distribution of the OLS estimator (Q1934716):
Displaying 5 items.
- How useful is yet another data-driven bandwidth in long-run variance estimation? A simulation study on cointegrating regressions (Q547102) (← links)
- The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models (Q960352) (← links)
- Nuisance parameter free inference on cointegration parameters in the presence of a variance shift (Q974202) (← links)
- When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (Q2682958) (← links)
- An integral inequality on \(C([0,1])\) and dispersion of OLS under near-integration (Q2739270) (← links)