Pages that link to "Item:Q2512527"

The following pages link to Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527):

Displaying 18 items.

• Comparing cointegrating regression estimators: (Q672881) (← links)
• Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors (Q899509) (← 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)
• Cointegration, variance shifts and the limiting distribution of the OLS estimator (Q1934716) (← links)
• Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions (Q2280614) (← links)
• Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
• SIMPLE, ROBUST, AND ACCURATE<i>F</i>AND<i>t</i>TESTS IN COINTEGRATED SYSTEMS (Q4585026) (← links)
• Fixed Bandwidth Inference for Fractional Cointegration (Q5226146) (← links)
• Small‐<i>b</i> and Fixed‐<i>b</i> Asymptotics for Weighted Covariance Estimation in Fractional Cointegration (Q5256818) (← links)
• Parameter estimation and inference with spatial lags and cointegration (Q5860949) (← links)
• Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions (Q6093718) (← links)
• Asymptotic F test in regressions with observations collected at high frequency over long span (Q6108300) (← links)
• Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence (Q6190778) (← links)
• High-dimensional IV cointegration estimation and inference (Q6193065) (← links)
• The fixed-\(b\) limiting distribution and the ERP of HAR tests under nonstationarity (Q6193066) (← links)
• Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics (Q6626263) (← links)
• Some fixed-\(b\) results for regressions with high frequency data over long spans (Q6664653) (← links)