Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview.

Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview.

The notion of cointegration has led to a renewed interest in the identification and estimation of structural relations among economic time series. This paper reviews the different approaches that have been put forward in the literature for identifying cointegrating relationships and imposing (possib...

書誌詳細
主要な著者:	Boswijk, H, Doornik, J
フォーマット:	Journal article
言語:	English
出版事項:	2004

類似資料

Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors.
著者:: Boswijk, H, 等
出版事項: (1999)

Distribution Approximations for Cointegration Tests with Stationary Exogenous Regressors.
著者:: Boswijk, H, 等
出版事項: (2005)

Testing Integration and Cointegration: An Overview.
著者:: Banerjee, A, 等
出版事項: (1992)

Approximations to the Asymptotic Distributions of Cointegration Tests.
著者:: Doornik, J
出版事項: (1998)

Approximations to the Asymptotic Distribution of Cointegration Tests.
著者:: Doornik, J
出版事項: (1999)

Approximations to the Asymptotic Distribution of Cointegration Tests.
著者:: Doornik, J
出版事項: (1998)

Numerically Stable Cointegration Analysis.
著者:: Doornik, J, 等
出版事項: (2002)

Econometric Modelling with Cointegrated Variables: An Overview.
著者:: Hendry, D
出版事項: (2011)

Econometric Modelling with Cointegrated Variables: An Overview.
著者:: Hendry, D
出版事項: (1986)

Modelling Cointegrated Processes : Final report.
著者:: Muellbauer, J, 等
出版事項: (1998)

Maximum likelihood estimation of the I(2) model under linear restrictions
著者:: Doornik, J
出版事項: (2017)

Inference in Cointegrating Models: UK M1 Revisited.
著者:: Doornik, J, 等
出版事項: (1998)

On the distribution of tests of cointegration rank.
著者:: Nielsen, B
出版事項: (2004)

ARDL Cointegration Tests for Beginner
著者:: Tang, T.C.
出版事項: (2016)

On the distribution of tests of cointegration rank.
著者:: Nielsen, B
出版事項: (1997)

Performance of Johansen's cointegration test
著者:: Poh Chee Wee
出版事項: (2014)

Cointegration tests in the presence of structural breaks.
著者:: Campos, J, 等
出版事項: (1993)

Cointegration Tests in the Presence of Structural Breaks.
著者:: Campos, J, 等
出版事項: (1996)

Bootstrapping The Autoregressivedistributed Lag Test For Cointegration
著者:: Sam, Chung Yan
出版事項: (2016)

Forecasting in Cointegration Systems.
著者:: Clements, M, 等
出版事項: (1995)

Forecasting in Cointegrated Systems.
著者:: Clements, M, 等
出版事項: (1992)

Forecasting in Cointegrated Systems.
著者:: Clements, M, 等
出版事項: (1999)

A test for the null of multiple cointegrating vectors
著者:: Fernandez-Macho, J
出版事項: (2013)

A wavelet approach to multiple cointegration testing
著者:: Fernandez-Macho, J
出版事項: (2013)

The cointegration and causality tests for tourism and trade in Malaysia
著者:: Kadir, Norsiah, 等
出版事項: (2010)

Test for cointegration rank in general vector autoregressions.
著者:: Nielsen, B
出版事項: (2009)

On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank.
著者:: Nielsen, B
出版事項: (2004)

A bound test approach to cointegration of tourism demand
著者:: Habibi, Fateh, 等
出版事項: (2009)

Asymptotic results for cointegration tests in non-stable cases
著者:: Nielsen, B
出版事項: (1997)

Asymptotic theory for cointegration analysis when the cointegration rank is deficient
著者:: Bernstein, D, 等
出版事項: (2019)

Cointegration and Unit Roots.
著者:: Dolado, J, 等
出版事項: (1990)

Money, Output and Stock Prices in Malaysia: An Application of the Cointegration Tests
著者:: Habibullah, Muzafar Shah, 等
出版事項: (1996)

Asymptotic inference on cointegrating rank in partial systems.
著者:: Harbo, I, 等
出版事項: (1998)

New panel unit root and cointegration tests of purchasing power parity
著者:: Cerrato, Mario
出版事項: (2003)

Testing Neo-Classical Theories of Labour Demand: An Application of Cointegration Techniques.
著者:: Jenkinson, T
出版事項: (1986)

Testing Neo-Classical Theories of Labour Demand: An Application of Cointegration Techniques
著者:: Jenkinson, T
出版事項: (1986)

A restriction estimate in R³
著者:: Wang, Hong,Ph.D.Massachusetts Institute of Technology. Department of Mathematics.
出版事項: (2019)

Cointegrated assets : identification and trading
著者:: Soo, Doreen Wei Shan
出版事項: (2021)

Similarity Issues in Cointegration Analysis.
著者:: Nielsen, B, 等
出版事項: (2000)

Cointegration Analysis: An International Enterprise.
著者:: Hendry, D
出版事項: (1997)