Structural relations, cointegration and identification: Some simple results and their application
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Publication:1305652
DOI10.1016/S0304-4076(98)00007-4zbMath0944.62118WikidataQ127352909 ScholiaQ127352909MaRDI QIDQ1305652
Publication date: 24 September 2000
Published in: Journal of Econometrics (Search for Journal in Brave)
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Cites Work
- Statistical Inference in Instrumental Variables Regression with I(1) Processes
- Statistical analysis of cointegration vectors
- Identifying restrictions of linear equations with applications to simultaneous equations and cointegration
- Efficient inference on cointegration parameters in structural error correction models
- A Wald test of restrictions on the cointegrating space based on Johansen's estimator
- Optimal Inference in Cointegrated Systems
- Asymptotic Properties of Residual Based Tests for Cointegration
- Testing for a unit root in time series regression
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Comparisons of tests for multivariate cointegration
- Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
- Cointegration and Dynamic Simultaneous Equations Model
- Dynamic Econometrics
- Time Series Regression with a Unit Root
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- LONG-RUN STRUCTURAL MODELLING
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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