Pages that link to "Item:Q1341203"
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The following pages link to Identification of the long-run and the short-run structure. An application to the ISLM model (Q1341203):
Displaying 25 items.
- Nonlinear expectations in speculative markets -- evidence from the ECB Survey of Professional Forecasters (Q310925) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Normalising cointegrating relationships subject to long-run exclusion (Q777694) (← links)
- Natural rate doubts (Q1017004) (← links)
- Testing cointegrating coefficients in vector autoregressive error correction models (Q1128547) (← links)
- System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
- Structural relations, cointegration and identification: Some simple results and their application (Q1305652) (← links)
- Polynomial cointegration. Estimation and test (Q1341209) (← links)
- A note on the equivalence of long-run and short-run identifying restrictions in cointegrated systems (Q1389469) (← links)
- On the identification of cointegrated systems in small samples: a modelling strategy with an application to UK wages and prices. (Q1605210) (← links)
- Identifying restrictions of linear equations with applications to simultaneous equations and cointegration (Q1899243) (← links)
- Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
- Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model (Q1899246) (← links)
- Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
- Estimation of structural impulse responses: short-run versus long-run identifying restrictions (Q2316732) (← links)
- The long-run determination of the real exchange rate. Evidence from an intertemporal modelling framework using the dollar-pound exchange rate (Q2416286) (← links)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- Long- versus medium-run identification in fractionally integrated VAR models (Q2512358) (← links)
- INTERNATIONAL CAUSE-SPECIFIC MORTALITY RATES: NEW INSIGHTS FROM A COINTEGRATION ANALYSIS (Q4563760) (← links)
- Accelerated Estimation of Switching Algorithms: The Cointegrated VAR Model and Other Applications (Q4578182) (← links)
- Identifying, estimating and testing restricted cointegrated systems: An overview (Q4665352) (← links)
- Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes (Q4701042) (← links)
- HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR (Q5247351) (← links)
- A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (Q5466755) (← links)
- A threshold model for the spread (Q6039123) (← links)
