Pages that link to "Item:Q3359623"

The following pages link to Asymptotic Properties of Residual Based Tests for Cointegration (Q3359623):

Displaying 50 items.

• An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
• Testing for cointegration using partially linear models (Q261908) (← links)
• Residual log-periodogram inference for long-run relationships (Q269403) (← links)
• Alternative bootstrap procedures for testing cointegration in fractionally integrated processes (Q275262) (← links)
• Robust estimation for structural spurious regressions and a Hausman-type cointegration test (Q290961) (← links)
• Diagnostic testing for cointegration (Q291113) (← links)
• Panel cointegration with global stochastic trends (Q302100) (← links)
• Quantile cointegrating regression (Q302196) (← links)
• Residual-based test for fractional cointegration (Q498750) (← links)
• Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← links)
• Demeaning the data in panel-cointegration models to control for cross-sectional dependencies (Q531415) (← links)
• Dynamic modeling of mean-reverting spreads for statistical arbitrage (Q545522) (← links)
• Spurious regressions when stationary regressors are included (Q672763) (← links)
• Likelihood based testing for no fractional cointegration (Q736557) (← links)
• Residual based tests for cointegration in dependent panels (Q738179) (← links)
• Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises (Q829159) (← links)
• Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
• Statistical analysis of cointegration vectors (Q1104685) (← links)
• Testing for cointegration using principal components methods (Q1104687) (← links)
• Aggregate price indexes, cointegration, and tests of the purchasing power parity hypothesis (Q1189343) (← links)
• Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
• Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← links)
• A consistent test for the null of stationarity against the alternative of a unit root (Q1195085) (← links)
• Seasonal cointegration. The Japanese consumption function (with discussion) (Q1203077) (← links)
• Testing for a unit root in time series using instrumental variable estimators with pretest data based model selection (Q1203088) (← links)
• A cointegration approach to estimating preference parameters (Q1265791) (← links)
• Testing misspecified cointegrating relationships (Q1274178) (← links)
• The information content of 3-month sterling futures (Q1274655) (← links)
• Demand for medical care, consumption, and cointegration (Q1285748) (← links)
• System estimators of cointegrating matrix in absence of normalising information (Q1298418) (← links)
• Tests for cointegration with infinite variance errors (Q1298440) (← links)
• Structural relations, cointegration and identification: Some simple results and their application (Q1305652) (← links)
• Spurious regression and residual-based tests for cointegration in panel data (Q1305656) (← links)
• Some results on testing for stationarity using data detrended in differences (Q1311238) (← links)
• Residual based tests for cointegration. A Monte Carlo study of size distortions (Q1311290) (← links)
• Testing for a unit root by frequency domain regression (Q1314478) (← links)
• Excess volatility. A testing strategy (Q1327881) (← links)
• Quantitative assessment of tariff endogeneity. Interwar vs. postwar (Q1327907) (← links)
• A cointegration test of the optimal seigniorage model (Q1327979) (← links)
• Testing for an unstable root in conditional and structural error correction models (Q1341204) (← links)
• The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
• Polynomial cointegration. Estimation and test (Q1341209) (← links)
• Statistical inference in vector autoregressions with possibly integrated processes (Q1347103) (← links)
• Estimation and inference in nearly unbalanced nearly cointegrated systems (Q1362055) (← links)
• Nonparametric cointegration analysis (Q1362072) (← links)
• A comparison of cointegration tests (Q1363456) (← links)
• Testing cointegration in infinite order vector autoregressive processes (Q1372924) (← links)
• A simple method of testing for cointegration subject to multiple regime changes (Q1607269) (← links)
• On the relationship between the theory of cointegration and the theory of phase synchronization (Q1630395) (← links)
• A covariate residual-based cointegration test applied to the CDS-bond basis (Q1695564) (← links)