| 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 |
1 |
1 |
484 |
| A Necessary Moment Condition For The Fractional Functional Central Limit Theorem |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
172 |
| A Necessary Moment Condition for the Fractional Functional Central Limit Theorem |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
144 |
| A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
0 |
0 |
0 |
137 |
0 |
0 |
0 |
330 |
| A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
0 |
0 |
0 |
234 |
0 |
0 |
0 |
550 |
| A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
537 |
| A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
450 |
| A Statistical Analsysis of Cointegration for I(2) Variables |
0 |
0 |
0 |
3 |
0 |
3 |
4 |
894 |
| A necessary moment condition for the fractional functional central limit theorem |
0 |
0 |
0 |
15 |
0 |
0 |
2 |
66 |
| Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models |
0 |
0 |
0 |
25 |
0 |
2 |
5 |
32 |
| Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models |
0 |
0 |
0 |
27 |
1 |
2 |
3 |
36 |
| Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression |
0 |
0 |
0 |
647 |
1 |
2 |
3 |
1,074 |
| An Extension of Cointegration to Fractional Autoregressive Processes |
0 |
0 |
0 |
70 |
0 |
0 |
1 |
150 |
| An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
930 |
| An Invariance Property of the Common Trends under Linear Transformations of the Data |
0 |
0 |
0 |
26 |
0 |
0 |
0 |
130 |
| An analysis of the indicator saturation estimator as a robust regression |
0 |
1 |
1 |
63 |
0 |
2 |
2 |
223 |
| An analysis of the indicator saturation estimator as a robust regression estimator |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
93 |
| An analysis of the indicator saturation estimator as a robust regression estimator |
0 |
0 |
0 |
61 |
0 |
0 |
0 |
236 |
| 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 |
0 |
117 |
| Asset Prices Under Knightian Uncertainty |
0 |
0 |
0 |
4 |
1 |
2 |
3 |
14 |
| Asymptotic analysis of the Forward Search |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
51 |
| Asymptotic analysis of the Forward Search |
0 |
0 |
0 |
79 |
0 |
0 |
0 |
59 |
| Asymptotic analysis of the Forward Search |
0 |
0 |
0 |
8 |
2 |
2 |
3 |
77 |
| Asymptotic theory for iterated one-step Huber-skip estimators |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
96 |
| Asymptotic theory for iterated one-step Huber-skip estimators |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
84 |
| Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models |
0 |
0 |
0 |
39 |
0 |
1 |
4 |
42 |
| Cointegration between trends and their estimators in state space models and CVAR models |
0 |
0 |
0 |
60 |
0 |
1 |
2 |
49 |
| Cointegration between trends and their estimators in state space models and CVAR models |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
35 |
| Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data |
0 |
0 |
0 |
756 |
0 |
0 |
0 |
1,641 |
| Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data |
0 |
0 |
0 |
191 |
0 |
0 |
1 |
437 |
| Correlation, Regression, and Cointegration of Nonstationary Economic Time Series |
0 |
0 |
0 |
863 |
0 |
1 |
5 |
2,314 |
| Correlation, regression, and cointegration of nonstationary economic time series |
0 |
0 |
0 |
97 |
0 |
0 |
0 |
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 |
3 |
1,617 |
| Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
18 |
0 |
1 |
1 |
776 |
| Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
31 |
0 |
0 |
2 |
806 |
| Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
56 |
0 |
0 |
1 |
952 |
| Exact Rational Expectations, Cointegration, and Reduced Rank Regression |
0 |
0 |
0 |
134 |
0 |
0 |
0 |
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 |
0 |
370 |
0 |
0 |
0 |
855 |
| Granger's Representation Theorem and Multicointegration |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
880 |
| Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland |
0 |
0 |
0 |
4 |
3 |
8 |
26 |
1,331 |
| Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
2,329 |
| Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles |
0 |
0 |
0 |
25 |
0 |
1 |
2 |
38 |
| Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles |
0 |
0 |
0 |
11 |
0 |
0 |
2 |
50 |
| Likelihood Analysis of Seasonal Cointegration |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
392 |
| Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model |
0 |
0 |
2 |
324 |
0 |
0 |
3 |
558 |
| Likelihood Inference For A Nonstationary Fractional Autoregressive Model |
0 |
0 |
0 |
223 |
0 |
1 |
1 |
556 |
| Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model |
0 |
0 |
1 |
47 |
0 |
1 |
3 |
178 |
| Likelihood Inference for a Nonstationary Fractional Autoregressive Model |
0 |
0 |
0 |
110 |
0 |
0 |
0 |
260 |
| Likelihood inference for a fractionally cointegrated vector autoregressive model |
0 |
0 |
1 |
123 |
0 |
1 |
4 |
202 |
| Likelihood inference for a nonstationary fractional autoregressive model |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
99 |
| Mathematical and Statistical Modelling of Cointegration |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
493 |
| Model Discovery and Trygve Haavelmo's Legacy |
0 |
0 |
0 |
119 |
0 |
0 |
2 |
316 |
| Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
0 |
1 |
11 |
1 |
2 |
6 |
38 |
| Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
0 |
0 |
11 |
1 |
1 |
2 |
62 |
| Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
1 |
1 |
6 |
0 |
1 |
4 |
31 |
| Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
0 |
0 |
36 |
0 |
0 |
5 |
72 |
| 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 |
0 |
134 |
0 |
1 |
3 |
224 |
| Nonstationary cointegration in the fractionally cointegrated VAR model |
0 |
0 |
1 |
35 |
0 |
1 |
2 |
55 |
| Nonstationary cointegration in the fractionally cointegrated VAR model |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
44 |
| On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
131 |
| On a numerical and graphical technique for evaluating some models involving rational expectations |
0 |
0 |
0 |
40 |
0 |
1 |
1 |
86 |
| Optimal Hedging with the Vector Autoregressive Model |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
79 |
| Optimal hedging with the cointegrated vector autoregressive model |
0 |
0 |
0 |
47 |
0 |
1 |
4 |
115 |
| Optimal hedging with the cointegrated vector autoregressive model |
0 |
0 |
0 |
18 |
0 |
0 |
1 |
75 |
| Optimal hedging with the cointegrated vector autoregressive model |
0 |
0 |
0 |
31 |
0 |
1 |
4 |
153 |
| Outlier detection algorithms for least squares time series regression |
0 |
0 |
0 |
157 |
0 |
0 |
0 |
161 |
| Outlier detection algorithms for least squares time series regression |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
87 |
| Recursive Estimation in Cointegrated VAR-Models |
0 |
0 |
0 |
5 |
3 |
7 |
43 |
2,848 |
| Selecting a Regression Saturated by Indicators |
0 |
0 |
0 |
44 |
0 |
0 |
0 |
198 |
| Selecting a Regression Saturated by Indicators |
0 |
0 |
0 |
185 |
0 |
1 |
2 |
608 |
| Some Econometric Results for the Blanchard-Watson Bubble Model |
0 |
0 |
0 |
64 |
0 |
0 |
0 |
265 |
| Some Identification Problems in the Cointegrated Vector Autoregressive Model |
0 |
0 |
0 |
353 |
0 |
0 |
1 |
646 |
| Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK |
0 |
0 |
0 |
1 |
0 |
4 |
23 |
2,500 |
| Some econometric results for the Blanchard-Watson bubble model |
0 |
0 |
0 |
116 |
0 |
0 |
0 |
238 |
| Some identification problems in the cointegrated vector autoregressive model |
0 |
0 |
0 |
37 |
0 |
0 |
0 |
74 |
| Statistical analysis of global surface air temperature and sea level using cointegration methods |
0 |
0 |
0 |
30 |
0 |
1 |
1 |
123 |
| Statistical analysis of global surface air temperature and sea level using cointegration methods |
0 |
0 |
0 |
22 |
0 |
2 |
3 |
98 |
| THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT |
0 |
0 |
0 |
23 |
0 |
1 |
2 |
52 |
| Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate |
0 |
0 |
0 |
176 |
0 |
1 |
1 |
415 |
| Testing Rational Expectations in Vector Autoregressive Models |
0 |
0 |
0 |
66 |
0 |
0 |
0 |
371 |
| Testing The Cvar In The Fractional Cvar Model |
0 |
0 |
0 |
74 |
0 |
1 |
1 |
98 |
| Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
1,587 |
| Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
158 |
| Testing the CVAR in the fractional CVAR model |
0 |
1 |
1 |
19 |
1 |
2 |
4 |
46 |
| Testing the CVAR in the fractional CVAR model |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
43 |
| The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration with an Application to Annual Mean Temperature and Sea Level |
0 |
0 |
0 |
133 |
0 |
0 |
0 |
312 |
| The Asymptotic Variance of the Estimated Roots in a Cointegrated Vector Autoregressive Model |
0 |
0 |
0 |
157 |
0 |
0 |
0 |
337 |
| The Cointegrated Vector Autoregressive Model With General Deterministic Terms |
0 |
0 |
0 |
83 |
0 |
1 |
2 |
149 |
| The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications |
0 |
0 |
0 |
2 |
1 |
9 |
16 |
2,039 |
| The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes |
0 |
0 |
0 |
20 |
0 |
2 |
6 |
34 |
| The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes |
0 |
0 |
0 |
54 |
1 |
2 |
4 |
95 |
| The Properties of Model Selection when Retaining Theory Variables |
0 |
0 |
0 |
59 |
0 |
0 |
0 |
130 |
| The Properties of Model Selection when Retaining Theory Variables |
0 |
0 |
0 |
47 |
0 |
0 |
0 |
100 |
| The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment |
0 |
0 |
0 |
13 |
0 |
2 |
2 |
231 |
| The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment |
0 |
0 |
0 |
11 |
1 |
1 |
1 |
19 |
| The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models |
0 |
0 |
2 |
217 |
0 |
0 |
3 |
424 |
| The Selection of ARIMA Models with or without Regressors |
0 |
0 |
0 |
96 |
0 |
0 |
0 |
110 |
| The Selection of ARIMA Models with or without Regressors |
0 |
0 |
0 |
79 |
0 |
0 |
0 |
165 |
| The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
1 |
8 |
0 |
0 |
2 |
42 |
| The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
6 |
| The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
0 |
55 |
0 |
0 |
2 |
58 |
| The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
54 |
| The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level |
0 |
1 |
1 |
124 |
0 |
1 |
1 |
257 |
| 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 |
1 |
197 |
| The cointegrated vector autoregressive model with general deterministic terms |
0 |
0 |
0 |
11 |
0 |
1 |
3 |
54 |
| The cointegrated vector autoregressive model with general deterministic terms |
0 |
0 |
0 |
63 |
0 |
0 |
1 |
61 |
| The role of cointegration for optimal hedging with heteroscedastic error term |
0 |
1 |
1 |
5 |
1 |
2 |
2 |
39 |
| The role of cointegration for optimal hedging with heteroscedastic error term |
0 |
1 |
1 |
21 |
1 |
2 |
5 |
78 |
| The role of initial values in nonstationary fractional time series models |
0 |
0 |
0 |
32 |
0 |
0 |
1 |
70 |
| The role of initial values in nonstationary fractional time series models |
0 |
0 |
0 |
17 |
0 |
1 |
4 |
70 |
| Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series |
0 |
0 |
0 |
48 |
0 |
2 |
4 |
38 |
| Tightness of M-estimators for multiple linear regression in time series |
0 |
0 |
1 |
77 |
0 |
0 |
1 |
72 |
| Times Series: Cointegration |
0 |
0 |
2 |
215 |
0 |
1 |
9 |
133 |
| Times Series: Cointegration |
0 |
1 |
3 |
84 |
0 |
3 |
10 |
194 |
| Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
38 |
| Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
1 |
1 |
3 |
0 |
2 |
3 |
9 |
| Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
22 |
| Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
0 |
0 |
52 |
0 |
0 |
2 |
47 |
| Weak convergence to derivatives of fractional Brownian motion |
0 |
1 |
5 |
13 |
0 |
1 |
11 |
39 |
| Total Working Papers |
0 |
9 |
27 |
9,563 |
21 |
99 |
319 |
43,111 |
| 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 |
1 |
4 |
4 |
167 |
| A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM |
0 |
0 |
0 |
48 |
1 |
2 |
5 |
220 |
| 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 |
0 |
0 |
2 |
131 |
0 |
0 |
5 |
292 |
| A Representation of Vector Autoregressive Processes Integrated of Order 2 |
0 |
0 |
2 |
65 |
0 |
0 |
5 |
143 |
| A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model |
0 |
0 |
0 |
189 |
0 |
0 |
3 |
602 |
| A Stastistical Analysis of Cointegration for I(2) Variables |
0 |
2 |
4 |
317 |
0 |
3 |
7 |
564 |
| A small sample correction for tests of hypotheses on the cointegrating vectors |
0 |
1 |
3 |
129 |
0 |
2 |
4 |
334 |
| Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression |
0 |
0 |
1 |
311 |
0 |
1 |
3 |
592 |
| An asymptotic invariance property of the common trends under linear transformations of the data |
0 |
1 |
2 |
16 |
0 |
3 |
5 |
103 |
| Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
37 |
| Automatic selection of indicators in a fully saturated regression |
0 |
1 |
1 |
48 |
0 |
2 |
4 |
181 |
| Automatic selection of indicators in a fully saturated regression |
0 |
0 |
3 |
107 |
0 |
4 |
9 |
354 |
| BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
17 |
| Cointegration analysis in the presence of structural breaks in the deterministic trend |
0 |
0 |
7 |
2,159 |
3 |
6 |
20 |
4,511 |
| Cointegration and Adjustment in the CVAR(?) Representation of Some Partially Observed CVAR(1) Models |
0 |
0 |
1 |
12 |
0 |
1 |
2 |
38 |
| Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models |
0 |
0 |
1 |
14 |
0 |
0 |
1 |
58 |
| Cointegration in partial systems and the efficiency of single-equation analysis |
1 |
1 |
7 |
608 |
2 |
2 |
13 |
1,271 |
| Comment |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
43 |
| Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
16 |
| Determination of Cointegration Rank in the Presence of a Linear Trend |
0 |
0 |
0 |
8 |
1 |
1 |
7 |
2,209 |
| Discussion |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
19 |
| Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models |
2 |
14 |
68 |
5,756 |
5 |
27 |
172 |
14,838 |
| Estimation of proportional covariances |
0 |
0 |
1 |
15 |
0 |
1 |
2 |
40 |
| Identification of the long-run and the short-run structure an application to the ISLM model |
0 |
0 |
1 |
858 |
0 |
0 |
6 |
1,595 |
| Identifying restrictions of linear equations with applications to simultaneous equations and cointegration |
0 |
3 |
9 |
593 |
0 |
5 |
23 |
2,765 |
| Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
43 |
| Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model |
1 |
2 |
3 |
455 |
1 |
5 |
7 |
1,025 |
| Least squares estimation in a simple random coefficient autoregressive model |
0 |
0 |
1 |
20 |
0 |
0 |
1 |
85 |
| Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model |
1 |
4 |
29 |
631 |
2 |
11 |
67 |
1,526 |
| Likelihood analysis of seasonal cointegration |
1 |
1 |
5 |
218 |
1 |
1 |
14 |
440 |
| Likelihood inference for a nonstationary fractional autoregressive model |
0 |
0 |
2 |
81 |
0 |
0 |
6 |
218 |
| MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY |
0 |
0 |
1 |
23 |
0 |
3 |
6 |
71 |
| Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money |
0 |
0 |
0 |
31 |
20 |
51 |
309 |
12,459 |
| Modelling of cointegration in the vector autoregressive model |
0 |
0 |
3 |
252 |
1 |
1 |
6 |
490 |
| More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term |
0 |
0 |
0 |
83 |
0 |
1 |
3 |
261 |
| Nonstationary Cointegration in the Fractionally Cointegrated VAR Model |
0 |
0 |
1 |
24 |
1 |
1 |
4 |
81 |
| On a Graphical Technique for Evaluating Some Rational Expectations Models |
0 |
0 |
0 |
16 |
0 |
1 |
1 |
57 |
| Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator |
0 |
0 |
1 |
35 |
0 |
2 |
4 |
194 |
| 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 |
3 |
3 |
70 |
2 |
6 |
6 |
131 |
| Some identification problems in the cointegrated vector autoregressive model |
0 |
0 |
0 |
46 |
0 |
0 |
2 |
131 |
| Some tests for parameter constancy in cointegrated VAR-models |
0 |
0 |
0 |
5 |
0 |
3 |
10 |
1,648 |
| Statistical analysis of cointegration vectors |
4 |
26 |
136 |
9,447 |
12 |
59 |
319 |
19,223 |
| Statistical analysis of hypotheses on the cointegrating relations in the I(2) model |
0 |
0 |
0 |
95 |
0 |
0 |
1 |
220 |
| THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS |
0 |
0 |
3 |
33 |
0 |
1 |
6 |
102 |
| Testing exact rational expectations in cointegrated vector autoregressive models |
0 |
0 |
0 |
127 |
0 |
0 |
2 |
289 |
| Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate |
0 |
0 |
1 |
50 |
0 |
1 |
3 |
179 |
| Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK |
4 |
9 |
32 |
2,185 |
5 |
13 |
56 |
4,333 |
| Testing the CVAR in the Fractional CVAR Model |
0 |
1 |
1 |
29 |
0 |
2 |
4 |
118 |
| Testing weak exogeneity and the order of cointegration in UK money demand data |
1 |
2 |
3 |
879 |
1 |
4 |
15 |
1,523 |
| 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 |
0 |
0 |
0 |
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 |
2 |
47 |
0 |
1 |
7 |
186 |
| Total Journal Articles |
15 |
71 |
340 |
26,518 |
59 |
233 |
1,164 |
76,621 |
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