Pages that link to "Item:Q3632424"

The following pages link to DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION (Q3632424):

Displaying 9 items.

• The limit distribution of the estimates in cointegrated regression models with multiple structural changes (Q295697) (← links)
• Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
• Model selection criteria for the leads-and-lags cointegrating regression (Q527997) (← links)
• The role of ``leads'' in the dynamic OLS estimation of cointegrating regression models (Q960352) (← links)
• Integrated modified OLS estimation and fixed-\(b\) inference for cointegrating regressions (Q2512527) (← links)
• A two‐step procedure for testing partial parameter stability in cointegrated regression models (Q5063323) (← links)
• Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending (Q5860934) (← links)
• Parameter estimation and inference with spatial lags and cointegration (Q5860949) (← links)
• Inference on locally ordered breaks in multiple regressions (Q5864466) (← links)