Pages that link to "Item:Q862779"
From MaRDI portal
The following pages link to Autoregressive distributed lag models and cointegration (Q862779):
Displaying 14 items.
- Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
- Adaptive estimation of cointegrating regressions with ARMA errors (Q1298415) (← links)
- Forward versus reverse regression and cointegration. (Q1606267) (← links)
- Vector distributed lag models with smoothness priors (Q1896100) (← links)
- Redundancy of lagged regressors revisited (Q2886948) (← links)
- A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error (Q3023041) (← links)
- Distributed Lags, Aggregation and Compounding: Some Econometric Implications (Q3340468) (← links)
- Exact Inference Methods for First-Order Autoregressive Distributed Lag Models (Q4530903) (← links)
- A re-examination of Libor rigging: a time-varying cointegration perspective (Q4555146) (← links)
- On Some Properties of Composite Distributed Lag Models (Q4682504) (← links)
- Likelihood-based quantile autoregressive distributed lag models and its applications (Q5036968) (← links)
- (Q5382025) (← links)
- Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico (Q5881681) (← links)
- Estimation and inference in adaptive learning models with slowly decreasing gains (Q6134627) (← links)
