Pages that link to "Item:Q4220579"

The following pages link to Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (Q4220579):

Displaying 50 items.

• Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
• Useful conclusions from surprising results (Q527987) (← links)
• Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique (Q539794) (← links)
• Spurious regression (Q609686) (← links)
• Linear aggregation in cointegrated systems (Q673689) (← links)
• Joint modeling of cointegration and conditional heteroscedasticity with applications (Q816593) (← links)
• Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
• An empirical method for assessing the research relevance gap (Q1038361) (← links)
• Long-run equilibrium real exchange rates and oil prices (Q1129169) (← links)
• Loss development forecasting models: an econometrician's view (Q1282143) (← links)
• Matrix results on the Khatri-Rao and Tracy-Singh products (Q1300835) (← links)
• Infrastructure and productivity: A nonlinear approach (Q1302759) (← links)
• Structural relations, cointegration and identification: Some simple results and their application (Q1305652) (← links)
• Discrete and continuous time cointegration (Q1305667) (← links)
• Correlation theory of spuriously related higher order integrated processes (Q1351717) (← links)
• An enlarged definition of cointegration (Q1351731) (← links)
• The behavior of foreign currency holdings during currency crises: Causes and consequences (Q1367839) (← links)
• Country fund discounts and the Mexican crisis of December 1994: Did local residents turn pessimistic before international investors? (Q1367842) (← links)
• Inference in a nearly integrated autoregressive model with nonnormal innovations (Q1371372) (← links)
• Nonsense regressions due to neglected time-varying means (Q1402942) (← links)
• Adjusted estimates and Wald statistics for the AR(1) model with constant (Q1586553) (← links)
• On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. (Q1605210) (← links)
• On the relationship between the theory of cointegration and the theory of phase synchronization (Q1630395) (← links)
• The Fisher effect in the presence of time-varying coefficients (Q1659137) (← links)
• Bayesian model selection for unit root testing with multiple structural breaks (Q1659151) (← links)
• Global production sharing and the measurement of price elasticity in international trade (Q1668024) (← links)
• Mean lag in general error correction models (Q1668259) (← links)
• Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics (Q1695674) (← 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)
• Determination of cointegrating rank in fractional systems. (Q1858915) (← links)
• Size and power of some cointegration tests under structural breaks and heteroskedastfc noise (Q1871698) (← links)
• A simple message for autocorrelation correctors: Don't (Q1899249) (← links)
• Cointegration tests in the presence of structural breaks (Q1906293) (← links)
• Tests for cointegration. A Monte Carlo comparison (Q1915441) (← links)
• Typologies of linear dynamic systems and models (Q1918124) (← links)
• Estimation in dynamic regression with an integrated process (Q1918130) (← links)
• The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis. (Q1962152) (← links)
• An algebraic interpretation of cointegration (Q1978765) (← links)
• The impact of clean spark spread expectations on storage hydropower generation (Q2064637) (← links)
• Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
• Detection and attribution of climate change through econometric methods (Q2254700) (← links)
• Modified unit root tests with nuisance parameter free asymptotic distributions (Q2397961) (← links)
• Interpreting cointegrating vectors and common stochastic trends (Q2565040) (← links)
• Cointegration analysis and category sales: Stationarity and long-run equilibrium in market shares (Q2744947) (← links)
• Unit root testing in the presence of heavy-tailed GARCH errors (Q2810358) (← links)
• Closed-form expressions for the regular part coefficients in matrix polynomial inversion and related results (Q2994899) (← links)
• An inversion formula for a matrix polynomial about a (unit) root (Q3006567) (← links)
• A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error (Q3023041) (← links)
• A FUNCTIONAL COEFFICIENT APPROACH TO MODELING THE FISHER HYPOTHESIS: WORLDWIDE EVIDENCE (Q3168867) (← links)