Pages that link to "Item:Q4530906"
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The following pages link to On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots (Q4530906):
Displaying 35 items.
- LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS (Q132724) (← links)
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- A control function approach for testing the usefulness of trending variables in forecast models and linear regression (Q737994) (← links)
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- Impulse response confidence intervals for persistent data: what have we learned? (Q1027372) (← links)
- Pitfalls in testing for long run relationships (Q1298439) (← links)
- Asymptotic inference in time series regressions with a unit root and infinite variance errors (Q1400136) (← links)
- Nearly weighted risk minimal unbiased estimation (Q1740270) (← links)
- Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model. (Q1867729) (← links)
- Small-sample inference in rational expectations models with persistent data (Q1934040) (← links)
- Inference on functionals under first order degeneracy (Q2000838) (← links)
- On LASSO for predictive regression (Q2155298) (← links)
- Global temperatures and greenhouse gases: a common features approach (Q2171998) (← links)
- The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
- Detection and attribution of climate change through econometric methods (Q2254700) (← links)
- Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
- Nonparametric predictive regression (Q2343822) (← links)
- Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← links)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
- Bootstrap Unit Root Tests in Models with GARCH(1,1) Errors (Q3007554) (← links)
- UNBALANCED COINTEGRATION (Q3408520) (← links)
- COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE (Q3551017) (← links)
- FULLY MODIFIED ESTIMATION OF SEASONALLY COINTEGRATED PROCESSES (Q4933587) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY (Q5051516) (← links)
- Priors for the Long Run (Q5231487) (← links)
- Expectations hypotheses tests at Long Horizons (Q5433623) (← links)
- Expectations hypotheses tests at Long Horizons (Q5433624) (← links)
- Robust inference for predictability in smooth transition predictive regressions (Q5860894) (← links)
- ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS (Q6042893) (← links)
- Taking stock of long-horizon predictability tests: are factor returns predictable? (Q6090589) (← links)
- Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence (Q6190778) (← links)
- Semi-parametric single-index predictive regression models with cointegrated regressors (Q6193026) (← links)
