Pages that link to "Item:Q4720635"
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The following pages link to Co-Integration and Error Correction: Representation, Estimation, and Testing (Q4720635):
Displaying 50 items.
- Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
- Seasonal integration and cointegration (Q106272) (← links)
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Point optimal tests of the null hypothesis of cointegration (Q261891) (← links)
- Testing for the cointegration rank when some cointegrating directions are changing (Q261903) (← links)
- Testing for cointegration using partially linear models (Q261908) (← links)
- Bootstrap inference in systems of single equation error correction models (Q265021) (← links)
- Modelling structural breaks, long memory and stock market volatility: an overview (Q265098) (← links)
- Classical ergodicity and modern portfolio theory (Q268148) (← links)
- Residual log-periodogram inference for long-run relationships (Q269403) (← links)
- Generalized reduced rank tests using the singular value decomposition (Q274909) (← links)
- Asymptotic normality of narrow-band least squares in the stationary fractional cointegration model and volatility forecasting (Q274926) (← links)
- Bayesian point estimation of the cointegration space (Q278200) (← links)
- Asymptotic distribution of the cointegrating vector estimator in error correction models with conditional heteroskedasticity (Q278492) (← links)
- Patenting, intellectual property rights and sectoral outputs in Industrial Revolution Britain, 1780--1851 (Q280259) (← links)
- Vector autoregressive moving average identification for macroeconomic modeling: a new methodology (Q281054) (← links)
- Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach (Q289172) (← links)
- Productivity trends in U.S. manufacturing: evidence from the NQ and AIM cost functions (Q290955) (← links)
- Guest editorial: Common features (Q291618) (← links)
- A long-run pure variance common features model for the common volatilities of the Dow Jones (Q291621) (← links)
- Common trends and cycles in I(2) VAR systems (Q291631) (← links)
- The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test (Q291635) (← links)
- Testing for short- and long-run causality: a frequency-domain approach (Q291704) (← links)
- A regime switching long memory model for electricity prices (Q291856) (← links)
- Robustifying forecasts from equilibrium-correction systems (Q291860) (← links)
- Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (Q291863) (← links)
- Consumer preferences and demand systems (Q299453) (← links)
- Panel cointegration with global stochastic trends (Q302100) (← links)
- Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors (Q302107) (← links)
- Extracting a common stochastic trend: theory with some applications (Q302195) (← links)
- Quantile cointegrating regression (Q302196) (← links)
- Commodity derivatives pricing with cointegration and stochastic covariances (Q319797) (← links)
- Minimax interpolation of sequences with stationary increments and cointegrated sequences (Q340812) (← links)
- Liquidity risks on power exchanges: a generalized Nash equilibrium model (Q368744) (← links)
- Nonparametric LAD cointegrating regression (Q391595) (← links)
- The relationship between budgetary expenditure and economic growth in Poland (Q441045) (← links)
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- Applications of higher-order optimal Newton secant iterative methods in ocean acidification and investigation of long-run implications of \(CO_{2}\) emissions on alkalinity of seawater (Q469874) (← links)
- Quasi equilibrium, variance effective size and fixation index for populations with substructure (Q471072) (← links)
- Dynamic cointegrated pairs trading: mean-variance time-consistent strategies (Q492113) (← links)
- Residual-based test for fractional cointegration (Q498750) (← links)
- Long-memory exchange rate dynamics in the Euro era (Q508201) (← links)
- Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination (Q515127) (← links)
- Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
- Identification conditions in simultaneous systems of cointegrating equations with integrated variables of higher order (Q524820) (← links)
- Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
- Demeaning the data in panel-cointegration models to control for cross-sectional dependencies (Q531415) (← links)
- Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique (Q539794) (← links)
- The failure of orthogonality under nonstationarity: should we care about it? (Q544476) (← links)
- Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
