Pages that link to "Item:Q3365344"

The following pages link to A Stastistical Analysis of Cointegration for I(2) Variables (Q3365344):

Displaying 30 items.

• Testing the nominal-to-real transformation (Q261895) (← links)
• Impact factors (Q265013) (← links)
• Common trends and cycles in I(2) VAR systems (Q291631) (← links)
• Representations of \(I(2)\) cointegrated systems using the Smith-McMillan form (Q1298451) (← links)
• Trend stationarity in the \(I(2)\) cointegration model. (Q1298470) (← links)
• The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
• Polynomial cointegration. Estimation and test (Q1341209) (← links)
• I(2) representations of US money demand (Q1352243) (← links)
• Testing for multicointegration (Q1389465) (← links)
• Weak exogeneity in \(I(2)\) VAR systems (Q1808548) (← links)
• A small sample correction for tests of hypotheses on the cointegrating vectors (Q1867739) (← links)
• Tests for the order of integration against higher order integration (Q1880276) (← 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)
• On the determination of integration indices in I(2) systems (Q1915474) (← links)
• A ``maximum-eigenvalue'' test for the cointegration ranks in \(I(2)\) vector autoregressions (Q1929859) (← links)
• Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730) (← links)
• A residual-based ADF test for stationary cointegration in I(2) settings (Q2343747) (← links)
• A unifying theory of tests of rank (Q2397723) (← links)
• Estimation of long-run parameters in unbalanced cointegration (Q2512528) (← links)
• Testing the joint hypothesis of rationality and neutrality under seasonal cointegration: The case of Korea (Q2565045) (← links)
• Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)
• Modelling time series data of monetary aggregates using \(I(2)\) and \(I(1)\) cointegration analysis (Q2870071) (← links)
• (Q2971499) (← links)
• Estimation of Cointegrated Systems with I(2) Processes (Q3365343) (← links)
• On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank (Q4451549) (← links)
• ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED <i>I</i> (2) VAR SYSTEMS (Q4807305) (← links)
• Likelihood-Based Inference for Weak Exogeneity in<i>I</i>(2) Cointegrated VAR Models (Q5080150) (← links)
• AN ANALYSIS OF ASIAN MARKET INTEGRATION PRE- AND POST-CRISIS (Q5483500) (← links)
• High-dimensional IV cointegration estimation and inference (Q6193065) (← links)
• On the Identification of Fractionally Cointegrated VAR Models With the<i>F(d)</i>Condition (Q6634848) (← links)