A cointegration approach to estimating preference parameters
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Publication:1265791
DOI10.1016/S0304-4076(97)00053-5zbMath1008.62714MaRDI QIDQ1265791
Publication date: 21 April 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Related Items (12)
Cointegration in fractional systems with deterministic trends ⋮ Robust estimation for structural spurious regressions and a Hausman-type cointegration test ⋮ Inventory behavior with permanent sales shocks ⋮ A consistent test for the null of stationarity against the alternative of a unit root ⋮ Long run real exchange rates: Evidence from Mexico ⋮ A cointegration approach to estimating preference parameters ⋮ Intertemporal substitution and durable goods: long-run data ⋮ Demand for medical care, consumption, and cointegration ⋮ Tests of cointegrating rank with trend-break ⋮ Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending ⋮ Functional-coefficient cointegration models in the presence of deterministic trends ⋮ Cotrending and the stationarity of the real interest rate
Cites Work
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- A cointegration approach to estimating preference parameters
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- Additive Preferences
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