Pages that link to "Item:Q4340692"
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The following pages link to Cointegration and Dynamic Simultaneous Equations Model (Q4340692):
Displaying 28 items.
- Estimating Long-Run Economic Equilibria (Q156116) (← links)
- Testing for cointegration using partially linear models (Q261908) (← links)
- Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (Q291863) (← links)
- Quantile cointegrating regression (Q302196) (← links)
- Normalising cointegrating relationships subject to long-run exclusion (Q777694) (← links)
- On the specification and estimation of large scale simultaneous structural macroeconometric models (Q862776) (← links)
- Structural vector autoregressive analysis for cointegrated variables (Q862780) (← links)
- Cointegration of output, capital, labor, and energy (Q977879) (← links)
- Cointegration in partial systems and the efficiency of single-equation analysis (Q1193515) (← links)
- Heteroskedastic cointegration (Q1203087) (← links)
- Structural relations, cointegration and identification: Some simple results and their application (Q1305652) (← links)
- The applied cointegration analysis for the open economy: A critical review (Q1307910) (← links)
- Forward versus reverse regression and cointegration. (Q1606267) (← links)
- Cointegration analysis with state space models (Q1633206) (← links)
- A short comment on the JE Open forum essays (Q1841097) (← links)
- Noncontemporaneous cointegration and the importance of timing (Q1927729) (← links)
- Problems related to over-identifying restrictions for structural vector error correction models (Q1934809) (← links)
- Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
- Regression-based analysis of cointegration systems (Q2346014) (← links)
- Cointegration in continuous time for factor models (Q2633453) (← links)
- ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS (Q3434193) (← links)
- Lag‐augmented two‐ and three‐stage least squares estimators for integrated structural dynamic models (Q3594913) (← links)
- Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration (Q4368686) (← links)
- (Q4398007) (← links)
- Cointegration methodology for psychological researchers: An introduction to the analysis of dynamic process systems (Q4614570) (← links)
- Estimation of cointegrated models with exogenous variables (Q5220839) (← links)
- VAR INTERPRETATIONS OF HAAVELMO’S MARKET MODEL OF CAPITAL AND INVESTMENT (Q5247350) (← links)
- Estimating theoretically consistent demand systems using cointegration techniques with application to Greek food data (Q5958251) (← links)