| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bartlett Correction Factor for Tests on the Cointegrating Relations |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
483 |
| A Necessary Moment Condition For The Fractional Functional Central Limit Theorem |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
171 |
| A Necessary Moment Condition for the Fractional Functional Central Limit Theorem |
0 |
0 |
1 |
25 |
0 |
0 |
2 |
144 |
| A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
0 |
0 |
1 |
234 |
0 |
0 |
2 |
548 |
| A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
0 |
0 |
0 |
137 |
0 |
0 |
0 |
330 |
| A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
537 |
| A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
449 |
| A Statistical Analsysis of Cointegration for I(2) Variables |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
888 |
| A necessary moment condition for the fractional functional central limit theorem |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
64 |
| Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
33 |
| Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models |
0 |
0 |
1 |
25 |
0 |
0 |
1 |
26 |
| Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression |
0 |
0 |
3 |
646 |
0 |
0 |
4 |
1,069 |
| An Extension of Cointegration to Fractional Autoregressive Processes |
0 |
0 |
0 |
70 |
0 |
1 |
1 |
147 |
| An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States |
0 |
0 |
0 |
2 |
0 |
2 |
6 |
927 |
| An Invariance Property of the Common Trends under Linear Transformations of the Data |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
130 |
| An analysis of the indicator saturation estimator as a robust regression |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
220 |
| An analysis of the indicator saturation estimator as a robust regression estimator |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
236 |
| An analysis of the indicator saturation estimator as a robust regression estimator |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
91 |
| An extension of cointegration to fractional autoregressive processes |
0 |
0 |
0 |
92 |
0 |
0 |
0 |
162 |
| An invariance property of the common trends under linear transformations of the data |
0 |
0 |
0 |
54 |
0 |
0 |
1 |
117 |
| Asset Prices Under Knightian Uncertainty |
0 |
0 |
1 |
4 |
0 |
0 |
3 |
9 |
| Asymptotic analysis of the Forward Search |
0 |
0 |
1 |
14 |
0 |
0 |
1 |
51 |
| Asymptotic analysis of the Forward Search |
0 |
0 |
0 |
79 |
0 |
0 |
0 |
59 |
| Asymptotic analysis of the Forward Search |
0 |
0 |
1 |
8 |
0 |
0 |
3 |
74 |
| Asymptotic theory for iterated one-step Huber-skip estimators |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
82 |
| Asymptotic theory for iterated one-step Huber-skip estimators |
0 |
0 |
1 |
46 |
0 |
0 |
2 |
96 |
| Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
38 |
| Cointegration between trends and their estimators in state space models and CVAR models |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
34 |
| Cointegration between trends and their estimators in state space models and CVAR models |
0 |
0 |
1 |
60 |
0 |
0 |
3 |
46 |
| Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data |
0 |
0 |
0 |
756 |
0 |
1 |
2 |
1,641 |
| Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data |
0 |
0 |
0 |
191 |
0 |
0 |
0 |
436 |
| Correlation, Regression, and Cointegration of Nonstationary Economic Time Series |
0 |
0 |
1 |
863 |
1 |
3 |
23 |
2,307 |
| Correlation, regression, and cointegration of nonstationary economic time series |
0 |
0 |
1 |
97 |
0 |
0 |
2 |
203 |
| DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
50 |
| Data revisions and the statistical relation of global mean sea-level and temperature |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
61 |
| Determination of Cointegration Rank in the Presence of a Linear Trend |
0 |
0 |
0 |
5 |
1 |
1 |
12 |
1,614 |
| Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
31 |
0 |
1 |
1 |
804 |
| Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
773 |
| Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
56 |
0 |
0 |
0 |
951 |
| Exact Rational Expectations, Cointegration, and Reduced Rank Regression |
0 |
0 |
1 |
134 |
0 |
2 |
3 |
283 |
| Exact rational expectations, cointegration, and reduced rank regression |
0 |
0 |
0 |
30 |
0 |
0 |
0 |
87 |
| Extracting Information from the Data: A Popperian View on Empirical Macro |
0 |
0 |
1 |
369 |
0 |
0 |
2 |
854 |
| Granger's Representation Theorem and Multicointegration |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
877 |
| Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland |
0 |
0 |
0 |
4 |
2 |
4 |
36 |
1,294 |
| Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model |
0 |
0 |
0 |
7 |
1 |
2 |
6 |
2,325 |
| Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles |
0 |
0 |
1 |
11 |
0 |
0 |
4 |
48 |
| Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles |
0 |
0 |
0 |
25 |
1 |
2 |
2 |
36 |
| Likelihood Analysis of Seasonal Cointegration |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
391 |
| Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model |
0 |
0 |
1 |
322 |
0 |
0 |
5 |
554 |
| Likelihood Inference For A Nonstationary Fractional Autoregressive Model |
0 |
0 |
1 |
223 |
0 |
0 |
1 |
554 |
| Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model |
0 |
0 |
0 |
46 |
0 |
0 |
3 |
173 |
| Likelihood Inference for a Nonstationary Fractional Autoregressive Model |
0 |
0 |
0 |
110 |
0 |
0 |
0 |
259 |
| Likelihood inference for a fractionally cointegrated vector autoregressive model |
0 |
0 |
1 |
122 |
0 |
0 |
2 |
198 |
| Likelihood inference for a nonstationary fractional autoregressive model |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
98 |
| Mathematical and Statistical Modelling of Cointegration |
0 |
0 |
0 |
3 |
1 |
1 |
3 |
492 |
| Model Discovery and Trygve Haavelmo's Legacy |
0 |
0 |
1 |
119 |
0 |
0 |
4 |
314 |
| Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
0 |
1 |
11 |
0 |
0 |
2 |
59 |
| Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
0 |
1 |
5 |
0 |
2 |
5 |
27 |
| Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
0 |
1 |
10 |
0 |
1 |
3 |
32 |
| Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
1 |
2 |
2 |
35 |
1 |
3 |
5 |
66 |
| More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms |
0 |
0 |
0 |
283 |
0 |
0 |
0 |
526 |
| Nonstationary Cointegration In The Fractionally Cointegrated Var Model |
0 |
0 |
1 |
134 |
0 |
0 |
7 |
221 |
| Nonstationary cointegration in the fractionally cointegrated VAR model |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
43 |
| Nonstationary cointegration in the fractionally cointegrated VAR model |
0 |
0 |
0 |
34 |
0 |
1 |
1 |
53 |
| On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations |
0 |
0 |
0 |
22 |
1 |
2 |
2 |
131 |
| On a numerical and graphical technique for evaluating some models involving rational expectations |
0 |
0 |
0 |
40 |
0 |
0 |
0 |
85 |
| Optimal Hedging with the Vector Autoregressive Model |
0 |
0 |
2 |
20 |
1 |
1 |
3 |
79 |
| Optimal hedging with the cointegrated vector autoregressive model |
0 |
0 |
0 |
47 |
0 |
0 |
3 |
111 |
| Optimal hedging with the cointegrated vector autoregressive model |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
72 |
| Optimal hedging with the cointegrated vector autoregressive model |
0 |
0 |
0 |
31 |
1 |
3 |
6 |
147 |
| Outlier detection algorithms for least squares time series regression |
0 |
1 |
1 |
157 |
1 |
3 |
3 |
161 |
| Outlier detection algorithms for least squares time series regression |
0 |
0 |
0 |
31 |
0 |
1 |
2 |
87 |
| Recursive Estimation in Cointegrated VAR-Models |
0 |
0 |
0 |
5 |
6 |
26 |
124 |
2,780 |
| Selecting a Regression Saturated by Indicators |
0 |
0 |
0 |
44 |
0 |
1 |
2 |
197 |
| Selecting a Regression Saturated by Indicators |
0 |
0 |
0 |
185 |
0 |
0 |
2 |
605 |
| Some Econometric Results for the Blanchard-Watson Bubble Model |
0 |
0 |
0 |
64 |
0 |
0 |
2 |
264 |
| Some Identification Problems in the Cointegrated Vector Autoregressive Model |
0 |
0 |
1 |
351 |
0 |
1 |
2 |
642 |
| Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK |
0 |
0 |
0 |
1 |
5 |
16 |
78 |
2,468 |
| Some econometric results for the Blanchard-Watson bubble model |
0 |
0 |
0 |
116 |
0 |
1 |
3 |
238 |
| Some identification problems in the cointegrated vector autoregressive model |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
73 |
| Statistical analysis of global surface air temperature and sea level using cointegration methods |
0 |
0 |
0 |
30 |
0 |
1 |
3 |
122 |
| Statistical analysis of global surface air temperature and sea level using cointegration methods |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
95 |
| THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT |
0 |
0 |
0 |
23 |
0 |
1 |
2 |
50 |
| Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate |
0 |
0 |
1 |
176 |
0 |
0 |
1 |
413 |
| Testing Rational Expectations in Vector Autoregressive Models |
0 |
0 |
1 |
66 |
0 |
0 |
2 |
371 |
| Testing The Cvar In The Fractional Cvar Model |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
96 |
| Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
1,586 |
| Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate |
0 |
0 |
1 |
59 |
0 |
0 |
1 |
158 |
| Testing the CVAR in the fractional CVAR model |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
41 |
| Testing the CVAR in the fractional CVAR model |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
42 |
| The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level |
0 |
0 |
1 |
133 |
1 |
1 |
4 |
312 |
| The Asymptotic Variance of the Estimated Roots in a Cointegrated Vector Autoregressive Model |
0 |
0 |
0 |
156 |
0 |
0 |
0 |
336 |
| The Cointegrated Vector Autoregressive Model With General Deterministic Terms |
0 |
0 |
0 |
83 |
0 |
0 |
2 |
147 |
| The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications |
0 |
0 |
0 |
2 |
1 |
4 |
22 |
2,019 |
| The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes |
0 |
0 |
0 |
20 |
0 |
0 |
1 |
28 |
| The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes |
0 |
0 |
0 |
54 |
0 |
0 |
2 |
91 |
| The Properties of Model Selection when Retaining Theory Variables |
0 |
0 |
0 |
59 |
0 |
1 |
2 |
130 |
| The Properties of Model Selection when Retaining Theory Variables |
0 |
0 |
1 |
46 |
0 |
1 |
2 |
98 |
| The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment |
0 |
0 |
0 |
13 |
0 |
1 |
1 |
229 |
| The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
18 |
| The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models |
1 |
1 |
1 |
215 |
1 |
2 |
5 |
420 |
| The Selection of ARIMA Models with or without Regressors |
0 |
0 |
0 |
96 |
0 |
0 |
1 |
110 |
| The Selection of ARIMA Models with or without Regressors |
0 |
0 |
1 |
79 |
0 |
0 |
5 |
165 |
| The analysis of marked and weighted empirical processes of estimated residuals |
0 |
1 |
1 |
1 |
0 |
1 |
1 |
4 |
| The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
1 |
8 |
0 |
0 |
5 |
52 |
| The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
40 |
| The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
0 |
55 |
1 |
1 |
1 |
56 |
| The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level |
0 |
0 |
0 |
123 |
0 |
1 |
1 |
256 |
| The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level |
0 |
0 |
0 |
104 |
0 |
0 |
0 |
195 |
| The cointegrated vector autoregressive model with general deterministic terms |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
51 |
| The cointegrated vector autoregressive model with general deterministic terms |
0 |
0 |
0 |
63 |
0 |
0 |
1 |
59 |
| The role of cointegration for optimal hedging with heteroscedastic error term |
0 |
1 |
1 |
20 |
0 |
4 |
6 |
72 |
| The role of cointegration for optimal hedging with heteroscedastic error term |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
37 |
| The role of initial values in nonstationary fractional time series models |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
69 |
| The role of initial values in nonstationary fractional time series models |
0 |
0 |
1 |
17 |
0 |
1 |
6 |
66 |
| Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series |
0 |
0 |
0 |
48 |
0 |
0 |
0 |
33 |
| Tightness of M-estimators for multiple linear regression in time series |
0 |
1 |
2 |
75 |
0 |
3 |
4 |
70 |
| Times Series: Cointegration |
0 |
0 |
1 |
212 |
0 |
1 |
6 |
121 |
| Times Series: Cointegration |
0 |
0 |
1 |
79 |
0 |
1 |
5 |
181 |
| Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
37 |
| Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
1 |
1 |
1 |
52 |
1 |
1 |
1 |
44 |
| Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
5 |
| Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
22 |
| Weak convergence to derivatives of fractional Brownian motion |
0 |
2 |
7 |
8 |
1 |
5 |
18 |
27 |
| Total Working Papers |
3 |
10 |
55 |
9,524 |
30 |
117 |
538 |
42,679 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
163 |
| A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM |
0 |
0 |
2 |
48 |
0 |
1 |
3 |
214 |
| A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
65 |
| A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES |
1 |
1 |
1 |
128 |
3 |
3 |
4 |
282 |
| A Representation of Vector Autoregressive Processes Integrated of Order 2 |
0 |
0 |
2 |
62 |
0 |
0 |
2 |
137 |
| A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model |
0 |
0 |
0 |
189 |
0 |
1 |
4 |
597 |
| A Stastistical Analysis of Cointegration for I(2) Variables |
1 |
1 |
2 |
313 |
2 |
3 |
8 |
555 |
| A small sample correction for tests of hypotheses on the cointegrating vectors |
1 |
1 |
3 |
126 |
1 |
1 |
3 |
330 |
| Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression |
0 |
0 |
0 |
310 |
1 |
1 |
3 |
588 |
| An asymptotic invariance property of the common trends under linear transformations of the data |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
95 |
| Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models |
0 |
0 |
2 |
9 |
0 |
0 |
2 |
35 |
| Automatic selection of indicators in a fully saturated regression |
0 |
0 |
2 |
104 |
0 |
0 |
5 |
345 |
| Automatic selection of indicators in a fully saturated regression |
0 |
0 |
0 |
47 |
0 |
0 |
2 |
177 |
| BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
17 |
| Cointegration analysis in the presence of structural breaks in the deterministic trend |
1 |
1 |
7 |
2,152 |
1 |
4 |
18 |
4,490 |
| Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models |
0 |
0 |
1 |
11 |
0 |
0 |
3 |
36 |
| Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
56 |
| Cointegration in partial systems and the efficiency of single-equation analysis |
0 |
2 |
8 |
600 |
0 |
2 |
16 |
1,256 |
| Comment |
0 |
0 |
0 |
6 |
1 |
1 |
2 |
43 |
| Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
15 |
| Determination of Cointegration Rank in the Presence of a Linear Trend |
0 |
0 |
0 |
8 |
4 |
12 |
74 |
2,188 |
| Discussion |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
17 |
| Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models |
9 |
22 |
76 |
5,666 |
21 |
54 |
204 |
14,601 |
| Estimation of proportional covariances |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
38 |
| Identification of the long-run and the short-run structure an application to the ISLM model |
0 |
1 |
4 |
855 |
0 |
2 |
8 |
1,586 |
| Identifying restrictions of linear equations with applications to simultaneous equations and cointegration |
1 |
1 |
5 |
583 |
2 |
4 |
19 |
2,734 |
| Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles |
0 |
0 |
1 |
8 |
0 |
0 |
1 |
42 |
| Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model |
0 |
1 |
3 |
452 |
0 |
2 |
5 |
1,009 |
| Least squares estimation in a simple random coefficient autoregressive model |
0 |
0 |
0 |
19 |
0 |
1 |
3 |
83 |
| Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model |
0 |
2 |
18 |
597 |
1 |
5 |
40 |
1,441 |
| Likelihood analysis of seasonal cointegration |
0 |
0 |
1 |
213 |
0 |
1 |
10 |
424 |
| Likelihood inference for a nonstationary fractional autoregressive model |
1 |
2 |
3 |
79 |
1 |
2 |
5 |
210 |
| MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY |
0 |
0 |
1 |
21 |
0 |
0 |
1 |
64 |
| Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money |
0 |
0 |
0 |
31 |
30 |
93 |
559 |
12,047 |
| Modelling of cointegration in the vector autoregressive model |
0 |
0 |
0 |
249 |
1 |
2 |
3 |
484 |
| More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term |
0 |
0 |
0 |
83 |
0 |
0 |
0 |
257 |
| Nonstationary Cointegration in the Fractionally Cointegrated VAR Model |
0 |
0 |
1 |
22 |
0 |
1 |
5 |
75 |
| On a Graphical Technique for Evaluating Some Rational Expectations Models |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
56 |
| Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator |
0 |
0 |
1 |
34 |
0 |
0 |
5 |
190 |
| Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
25 |
| Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
123 |
| Some identification problems in the cointegrated vector autoregressive model |
0 |
0 |
0 |
46 |
0 |
0 |
1 |
129 |
| Some tests for parameter constancy in cointegrated VAR-models |
0 |
0 |
0 |
5 |
0 |
3 |
4 |
1,634 |
| Statistical analysis of cointegration vectors |
7 |
24 |
121 |
9,276 |
22 |
64 |
295 |
18,804 |
| Statistical analysis of hypotheses on the cointegrating relations in the I(2) model |
0 |
0 |
1 |
95 |
0 |
0 |
2 |
219 |
| THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
94 |
| Testing exact rational expectations in cointegrated vector autoregressive models |
0 |
0 |
0 |
127 |
0 |
0 |
3 |
287 |
| Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate |
0 |
1 |
2 |
49 |
0 |
2 |
3 |
176 |
| Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK |
9 |
18 |
56 |
2,144 |
14 |
30 |
107 |
4,251 |
| Testing the CVAR in the Fractional CVAR Model |
0 |
0 |
2 |
28 |
0 |
0 |
6 |
114 |
| Testing weak exogeneity and the order of cointegration in UK money demand data |
1 |
2 |
4 |
875 |
1 |
2 |
6 |
1,507 |
| The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
55 |
| The Role of Ancillarity in Inference for Non-stationary Variables |
0 |
0 |
0 |
73 |
1 |
3 |
3 |
281 |
| The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
153 |
| The cointegrated vector autoregressive model with general deterministic terms |
0 |
0 |
3 |
45 |
0 |
2 |
9 |
178 |
| Total Journal Articles |
32 |
80 |
333 |
26,095 |
107 |
302 |
1,459 |
75,072 |
LogEc is hosted by the
Örebro University School of Business.