| 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 |
2 |
6 |
9 |
492 |
| A Necessary Moment Condition For The Fractional Functional Central Limit Theorem |
0 |
0 |
0 |
62 |
2 |
4 |
4 |
176 |
| 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 |
5 |
5 |
335 |
| A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings |
0 |
1 |
1 |
235 |
0 |
2 |
5 |
555 |
| A Small Sample Correction for Tests of Hypotheses on the Cointegrating Vectors |
0 |
0 |
0 |
1 |
1 |
3 |
5 |
542 |
| A Small Sample Correction of the Test for Cointegrating Rank in the Vector Autoregressive Model |
0 |
0 |
0 |
3 |
2 |
5 |
6 |
456 |
| A Statistical Analsysis of Cointegration for I(2) Variables |
0 |
0 |
0 |
3 |
2 |
5 |
10 |
901 |
| A necessary moment condition for the fractional functional central limit theorem |
0 |
0 |
0 |
15 |
1 |
2 |
2 |
68 |
| A necessary moment condition for the fractional functional central limit theorem |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models |
1 |
2 |
2 |
27 |
2 |
6 |
15 |
45 |
| Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models |
0 |
0 |
0 |
27 |
3 |
5 |
11 |
45 |
| Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression |
0 |
1 |
1 |
648 |
1 |
4 |
6 |
1,078 |
| An Extension of Cointegration to Fractional Autoregressive Processes |
0 |
0 |
0 |
70 |
3 |
3 |
4 |
154 |
| An I(2) Cointegration Analysis of the Purchasing Power Parity between Australia and the United States |
0 |
0 |
0 |
2 |
2 |
3 |
3 |
933 |
| An Invariance Property of the Common Trends under Linear Transformations of the Data |
0 |
0 |
0 |
26 |
1 |
2 |
2 |
132 |
| An analysis of the indicator saturation estimator as a robust regression |
0 |
0 |
1 |
63 |
1 |
2 |
5 |
226 |
| An analysis of the indicator saturation estimator as a robust regression estimator |
0 |
0 |
0 |
61 |
0 |
2 |
2 |
238 |
| An analysis of the indicator saturation estimator as a robust regression estimator |
0 |
0 |
0 |
14 |
3 |
4 |
4 |
97 |
| 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 |
6 |
13 |
15 |
27 |
| Asymptotic analysis of the Forward Search |
0 |
0 |
0 |
14 |
0 |
3 |
3 |
54 |
| Asymptotic analysis of the Forward Search |
0 |
0 |
0 |
8 |
0 |
3 |
7 |
82 |
| Asymptotic analysis of the Forward Search |
0 |
0 |
0 |
79 |
0 |
2 |
2 |
61 |
| Asymptotic theory for iterated one-step Huber-skip estimators |
0 |
0 |
0 |
22 |
1 |
2 |
2 |
86 |
| Asymptotic theory for iterated one-step Huber-skip estimators |
0 |
0 |
0 |
46 |
0 |
1 |
1 |
97 |
| Cointegration and adjustment in the infinite order CVAR representation of some partially observed CVAR(1) models |
0 |
0 |
0 |
39 |
1 |
3 |
6 |
47 |
| Cointegration between trends and their estimators in state space models and CVAR models |
0 |
0 |
1 |
9 |
2 |
4 |
6 |
40 |
| Cointegration between trends and their estimators in state space models and CVAR models |
0 |
0 |
0 |
60 |
3 |
3 |
4 |
52 |
| Controlling Inflation in a Cointegrated Vector Autoregressive Model with an Application to US Data |
0 |
1 |
2 |
758 |
0 |
5 |
8 |
1,649 |
| Controlling Inflation in a Cointergrated Vector Autoregressive Model with an Application to US Data |
0 |
0 |
0 |
191 |
1 |
2 |
3 |
440 |
| Correlation, Regression, and Cointegration of Nonstationary Economic Time Series |
0 |
0 |
0 |
863 |
0 |
2 |
4 |
2,317 |
| Correlation, regression, and cointegration of nonstationary economic time series |
0 |
0 |
0 |
97 |
3 |
3 |
3 |
206 |
| DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE |
0 |
0 |
0 |
14 |
2 |
3 |
5 |
55 |
| Data revisions and the statistical relation of global mean sea-level and temperature |
0 |
0 |
0 |
22 |
1 |
3 |
4 |
65 |
| Determination of Cointegration Rank in the Presence of a Linear Trend |
0 |
0 |
0 |
5 |
1 |
1 |
5 |
1,621 |
| Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
777 |
| Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
0 |
31 |
0 |
2 |
3 |
809 |
| Discussion of The Forward Search: Theory and Data Analysis by Anthony C. Atkinson, Marco Riani, and Andrea Ceroli |
0 |
0 |
1 |
57 |
0 |
3 |
5 |
957 |
| Exact Rational Expectations, Cointegration, and Reduced Rank Regression |
0 |
0 |
0 |
134 |
2 |
4 |
5 |
288 |
| Exact rational expectations, cointegration, and reduced rank regression |
0 |
0 |
0 |
30 |
1 |
2 |
2 |
89 |
| Extracting Information from the Data: A Popperian View on Empirical Macro |
0 |
0 |
0 |
370 |
2 |
2 |
3 |
858 |
| Granger's Representation Theorem and Multicointegration |
0 |
0 |
0 |
2 |
2 |
2 |
4 |
884 |
| Hypothesis Testing for Cointegration Vectors: with Application to the Demand for Money in Denmark and Finland |
0 |
0 |
0 |
4 |
2 |
7 |
22 |
1,345 |
| Identification of the Long-Run and the Short-Run Structure: An Application to the ISLM Model |
0 |
0 |
0 |
7 |
1 |
4 |
6 |
2,335 |
| Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles |
0 |
0 |
0 |
25 |
2 |
2 |
4 |
41 |
| Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles |
0 |
0 |
0 |
11 |
7 |
7 |
9 |
59 |
| Likelihood Analysis of Seasonal Cointegration |
0 |
0 |
0 |
1 |
2 |
4 |
7 |
399 |
| Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model |
0 |
0 |
2 |
326 |
2 |
3 |
6 |
564 |
| Likelihood Inference For A Nonstationary Fractional Autoregressive Model |
0 |
0 |
0 |
223 |
1 |
3 |
4 |
559 |
| Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model |
0 |
0 |
0 |
47 |
6 |
8 |
10 |
187 |
| Likelihood Inference for a Nonstationary Fractional Autoregressive Model |
0 |
0 |
0 |
110 |
4 |
5 |
5 |
265 |
| Likelihood inference for a fractionally cointegrated vector autoregressive model |
0 |
0 |
0 |
123 |
2 |
3 |
4 |
205 |
| Likelihood inference for a fractionally cointegrated vector autoregressive model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Likelihood inference for a nonstationary fractional autoregressive model |
0 |
0 |
0 |
29 |
1 |
2 |
2 |
101 |
| Likelihood inference for a nonstationary fractional autoregressive model |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Mathematical and Statistical Modelling of Cointegration |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
495 |
| Model Discovery and Trygve Haavelmo's Legacy |
0 |
0 |
0 |
119 |
3 |
4 |
4 |
320 |
| Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
0 |
1 |
6 |
4 |
5 |
11 |
41 |
| Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
0 |
0 |
11 |
0 |
2 |
7 |
68 |
| Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
0 |
0 |
36 |
2 |
2 |
2 |
74 |
| Models where the Least Trimmed Squares and Least Median of Squares estimators are maximum likelihood |
0 |
0 |
0 |
11 |
1 |
5 |
8 |
44 |
| More on Testing Exact Rational Expectations in Cointegrated Vector Autoregressive Models: Restricted Drift Terms |
0 |
0 |
0 |
283 |
1 |
4 |
5 |
531 |
| Nonstationary Cointegration In The Fractionally Cointegrated Var Model |
0 |
0 |
0 |
134 |
1 |
2 |
3 |
226 |
| Nonstationary cointegration in the fractionally cointegrated VAR model |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
3 |
| Nonstationary cointegration in the fractionally cointegrated VAR model |
0 |
0 |
0 |
35 |
1 |
4 |
6 |
60 |
| Nonstationary cointegration in the fractionally cointegrated VAR model |
0 |
1 |
1 |
13 |
0 |
3 |
4 |
48 |
| On a Numerical and Graphical Technique for Evaluating some Models Involving Rational Expectations |
0 |
0 |
0 |
22 |
2 |
4 |
5 |
136 |
| On a numerical and graphical technique for evaluating some models involving rational expectations |
0 |
0 |
0 |
40 |
1 |
2 |
4 |
89 |
| Optimal Hedging with the Vector Autoregressive Model |
0 |
0 |
0 |
20 |
1 |
2 |
2 |
81 |
| Optimal hedging with the cointegrated vector autoregressive model |
0 |
0 |
0 |
47 |
1 |
4 |
7 |
121 |
| Optimal hedging with the cointegrated vector autoregressive model |
0 |
0 |
0 |
31 |
4 |
6 |
17 |
169 |
| Optimal hedging with the cointegrated vector autoregressive model |
0 |
0 |
0 |
18 |
1 |
2 |
4 |
79 |
| Outlier detection algorithms for least squares time series regression |
0 |
0 |
0 |
157 |
2 |
4 |
5 |
166 |
| Outlier detection algorithms for least squares time series regression |
0 |
0 |
0 |
31 |
1 |
3 |
3 |
90 |
| Recursive Estimation in Cointegrated VAR-Models |
0 |
0 |
0 |
5 |
2 |
13 |
39 |
2,880 |
| Selecting a Regression Saturated by Indicators |
0 |
0 |
1 |
186 |
3 |
7 |
9 |
616 |
| Selecting a Regression Saturated by Indicators |
0 |
0 |
0 |
44 |
3 |
5 |
6 |
204 |
| Some Econometric Results for the Blanchard-Watson Bubble Model |
0 |
0 |
0 |
64 |
1 |
3 |
5 |
270 |
| Some Identification Problems in the Cointegrated Vector Autoregressive Model |
0 |
0 |
0 |
353 |
1 |
1 |
1 |
647 |
| Some Structural Hypotheses in a Multivariate Cointegration Analysis of the Purchasing Power Parity and the Uncovered Interest Parity for UK |
0 |
0 |
0 |
1 |
2 |
8 |
24 |
2,520 |
| Some econometric results for the Blanchard-Watson bubble model |
0 |
0 |
0 |
116 |
0 |
2 |
3 |
241 |
| Some identification problems in the cointegrated vector autoregressive model |
0 |
0 |
0 |
37 |
3 |
3 |
3 |
77 |
| Statistical analysis of global surface air temperature and sea level using cointegration methods |
0 |
0 |
0 |
30 |
1 |
3 |
4 |
126 |
| Statistical analysis of global surface air temperature and sea level using cointegration methods |
0 |
0 |
0 |
22 |
2 |
2 |
5 |
101 |
| THE QUALITATIVE EXPECTATIONS HYPOTHESIS: MODEL AMBIGUITY, CONSISTENT REPRESENTATIONS OF MARKET FORECASTS, AND SENTIMENT |
0 |
0 |
0 |
23 |
2 |
5 |
7 |
58 |
| Testing Hypotheses in an I(2) Model with Applications to the Persistent Long Swings in the Dmk/$ Rate |
0 |
0 |
0 |
176 |
2 |
5 |
7 |
421 |
| Testing Rational Expectations in Vector Autoregressive Models |
0 |
0 |
0 |
66 |
1 |
1 |
1 |
372 |
| Testing The Cvar In The Fractional Cvar Model |
0 |
1 |
1 |
75 |
2 |
3 |
4 |
101 |
| Testing Weak Exogeneity and the Order of Cointegration in UK Money Demand Data |
0 |
0 |
0 |
4 |
1 |
2 |
4 |
1,590 |
| Testing hypotheses in an I(2) model with applications to the persistent long swings in the Dmk/$ rate |
0 |
0 |
0 |
59 |
3 |
5 |
5 |
163 |
| Testing the CVAR in the fractional CVAR model |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
4 |
| Testing the CVAR in the fractional CVAR model |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
45 |
| Testing the CVAR in the fractional CVAR model |
0 |
0 |
1 |
19 |
2 |
4 |
7 |
51 |
| 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 |
4 |
6 |
6 |
318 |
| The Asymptotic Variance of the Estimated Roots in a Cointegrated Vector Autoregressive Model |
0 |
0 |
0 |
157 |
3 |
3 |
4 |
341 |
| The Cointegrated Vector Autoregressive Model With General Deterministic Terms |
0 |
1 |
1 |
84 |
0 |
4 |
5 |
153 |
| The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications |
0 |
0 |
0 |
2 |
6 |
6 |
19 |
2,049 |
| The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth`s Consistency Constraint in Modeling Aggregate Outcomes |
0 |
0 |
0 |
20 |
1 |
1 |
3 |
35 |
| The Knightian Uncertainty Hypothesis: Unforeseeable Change and Muth�s Consistency Constraint in Modeling Aggregate Outcomes |
0 |
0 |
0 |
54 |
4 |
6 |
11 |
104 |
| The Properties of Model Selection when Retaining Theory Variables |
0 |
0 |
0 |
59 |
1 |
2 |
2 |
132 |
| The Properties of Model Selection when Retaining Theory Variables |
0 |
0 |
0 |
47 |
0 |
1 |
3 |
103 |
| The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment |
0 |
1 |
1 |
14 |
1 |
5 |
7 |
236 |
| The Qualitative Expectations Hypothesis: Model Ambiguity, Consistent Representations of Market Forecasts, and Sentiment |
0 |
0 |
0 |
11 |
0 |
3 |
4 |
22 |
| The Role Of Initial Values In Conditional Sum-of-squares Estimation Of Nonstationary Fractional Time Series Models |
0 |
0 |
0 |
217 |
2 |
6 |
15 |
439 |
| The Selection of ARIMA Models with or without Regressors |
0 |
0 |
0 |
96 |
1 |
2 |
2 |
112 |
| The Selection of ARIMA Models with or without Regressors |
0 |
0 |
0 |
79 |
3 |
4 |
6 |
171 |
| The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
0 |
8 |
6 |
8 |
9 |
51 |
| The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
0 |
8 |
18 |
19 |
21 |
74 |
| The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
0 |
1 |
2 |
4 |
5 |
11 |
| The analysis of marked and weighted empirical processes of estimated residuals |
0 |
0 |
1 |
56 |
1 |
1 |
2 |
60 |
| The analysis of nonstationary time series using regression, correlation and cointegration - with an application to annual mean temperature and sea level |
0 |
0 |
1 |
124 |
4 |
7 |
9 |
265 |
| 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 |
1 |
2 |
3 |
200 |
| The cointegrated vector autoregressive model with general deterministic terms |
0 |
0 |
0 |
11 |
1 |
3 |
4 |
57 |
| The cointegrated vector autoregressive model with general deterministic terms |
0 |
0 |
0 |
63 |
0 |
1 |
1 |
62 |
| The cointegrated vector autoregressive model with general deterministic terms |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
| The role of cointegration for optimal hedging with heteroscedastic error term |
0 |
0 |
1 |
5 |
0 |
0 |
4 |
41 |
| The role of cointegration for optimal hedging with heteroscedastic error term |
0 |
0 |
2 |
22 |
2 |
3 |
12 |
88 |
| The role of initial values in conditional sum-of-squares estimation of nonstationary fractional time series models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| The role of initial values in nonstationary fractional time series models |
0 |
0 |
0 |
17 |
0 |
1 |
3 |
72 |
| The role of initial values in nonstationary fractional time series models |
0 |
0 |
0 |
32 |
0 |
2 |
3 |
73 |
| Tightness of M-estimators for multiple linear regression in time for multiple linear regression in time series |
0 |
0 |
0 |
48 |
0 |
2 |
4 |
40 |
| Tightness of M-estimators for multiple linear regression in time series |
0 |
0 |
0 |
77 |
3 |
4 |
4 |
76 |
| Times Series: Cointegration |
0 |
0 |
1 |
84 |
6 |
7 |
10 |
201 |
| Times Series: Cointegration |
0 |
0 |
0 |
215 |
3 |
5 |
6 |
138 |
| Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
0 |
0 |
9 |
2 |
3 |
4 |
26 |
| Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
0 |
0 |
52 |
0 |
2 |
5 |
52 |
| Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
0 |
0 |
7 |
1 |
4 |
6 |
43 |
| Uniform Consistency of Marked and Weighted Empirical Distributions of Residuals |
0 |
0 |
1 |
3 |
1 |
4 |
6 |
13 |
| Weak convergence to derivatives of fractional Brownian motion |
1 |
2 |
4 |
16 |
2 |
5 |
9 |
47 |
| Total Working Papers |
2 |
11 |
29 |
9,586 |
222 |
448 |
732 |
43,755 |
| 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 |
2 |
4 |
8 |
171 |
| A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM |
0 |
0 |
0 |
48 |
2 |
7 |
11 |
229 |
| A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES |
0 |
0 |
0 |
21 |
1 |
1 |
1 |
66 |
| A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES |
0 |
0 |
2 |
133 |
2 |
3 |
7 |
299 |
| A Representation of Vector Autoregressive Processes Integrated of Order 2 |
0 |
0 |
0 |
65 |
0 |
2 |
3 |
146 |
| A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model |
0 |
0 |
0 |
189 |
0 |
2 |
3 |
605 |
| A Stastistical Analysis of Cointegration for I(2) Variables |
0 |
0 |
4 |
319 |
3 |
8 |
17 |
578 |
| A small sample correction for tests of hypotheses on the cointegrating vectors |
0 |
0 |
1 |
129 |
1 |
2 |
5 |
337 |
| Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression |
0 |
0 |
0 |
311 |
1 |
3 |
6 |
597 |
| An asymptotic invariance property of the common trends under linear transformations of the data |
0 |
0 |
1 |
16 |
1 |
5 |
10 |
110 |
| Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
38 |
| Automatic selection of indicators in a fully saturated regression |
1 |
1 |
2 |
49 |
4 |
6 |
9 |
188 |
| Automatic selection of indicators in a fully saturated regression |
0 |
0 |
0 |
107 |
2 |
3 |
8 |
358 |
| 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 |
3 |
2,162 |
4 |
8 |
22 |
4,527 |
| Cointegration and Adjustment in the CVAR(∞) Representation of Some Partially Observed CVAR(1) Models |
0 |
0 |
0 |
12 |
0 |
1 |
4 |
41 |
| Cointegration between Trends and Their Estimators in State Space Models and Cointegrated Vector Autoregressive Models |
0 |
0 |
0 |
14 |
0 |
1 |
1 |
59 |
| Cointegration in partial systems and the efficiency of single-equation analysis |
0 |
0 |
1 |
608 |
1 |
4 |
9 |
1,278 |
| Comment |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
44 |
| Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature |
0 |
1 |
1 |
2 |
0 |
2 |
2 |
18 |
| Determination of Cointegration Rank in the Presence of a Linear Trend |
0 |
0 |
0 |
8 |
1 |
4 |
9 |
2,217 |
| Discussion |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
20 |
| Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models |
12 |
39 |
84 |
5,826 |
36 |
103 |
221 |
15,032 |
| Estimation of proportional covariances |
0 |
0 |
0 |
15 |
2 |
2 |
3 |
42 |
| Identification of the long-run and the short-run structure an application to the ISLM model |
0 |
1 |
1 |
859 |
4 |
6 |
10 |
1,605 |
| Identifying restrictions of linear equations with applications to simultaneous equations and cointegration |
1 |
1 |
6 |
596 |
5 |
8 |
18 |
2,778 |
| Improved Inference on Cointegrating Vectors in the Presence of a near Unit Root Using Adjusted Quantiles |
0 |
0 |
0 |
8 |
0 |
1 |
2 |
44 |
| Interpretation of Cointegrating Coefficients in the Cointegrated Vector Autoregressive Model |
0 |
0 |
2 |
455 |
3 |
7 |
12 |
1,032 |
| Least squares estimation in a simple random coefficient autoregressive model |
0 |
0 |
0 |
20 |
1 |
3 |
5 |
90 |
| Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model |
0 |
4 |
14 |
641 |
3 |
15 |
44 |
1,559 |
| Likelihood analysis of seasonal cointegration |
0 |
1 |
2 |
219 |
1 |
6 |
10 |
449 |
| Likelihood inference for a nonstationary fractional autoregressive model |
0 |
0 |
0 |
81 |
2 |
4 |
8 |
226 |
| MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY |
0 |
0 |
0 |
23 |
1 |
2 |
6 |
74 |
| Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money |
0 |
0 |
0 |
31 |
22 |
58 |
199 |
12,607 |
| Modelling of cointegration in the vector autoregressive model |
0 |
0 |
1 |
253 |
1 |
5 |
8 |
497 |
| More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term |
0 |
0 |
0 |
83 |
1 |
5 |
7 |
267 |
| Nonstationary Cointegration in the Fractionally Cointegrated VAR Model |
0 |
0 |
1 |
25 |
1 |
3 |
6 |
86 |
| On a Graphical Technique for Evaluating Some Rational Expectations Models |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
58 |
| Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator |
0 |
0 |
1 |
36 |
1 |
3 |
6 |
198 |
| Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models |
1 |
1 |
1 |
2 |
2 |
2 |
3 |
28 |
| Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes |
0 |
0 |
3 |
70 |
0 |
2 |
11 |
136 |
| Some identification problems in the cointegrated vector autoregressive model |
0 |
0 |
0 |
46 |
0 |
1 |
2 |
133 |
| Some tests for parameter constancy in cointegrated VAR-models |
0 |
0 |
0 |
5 |
2 |
9 |
17 |
1,662 |
| Statistical analysis of cointegration vectors |
8 |
32 |
115 |
9,536 |
36 |
104 |
313 |
19,477 |
| Statistical analysis of hypotheses on the cointegrating relations in the I(2) model |
0 |
0 |
0 |
95 |
1 |
2 |
3 |
223 |
| THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS |
0 |
0 |
2 |
35 |
1 |
2 |
11 |
112 |
| Testing exact rational expectations in cointegrated vector autoregressive models |
0 |
0 |
1 |
128 |
2 |
6 |
8 |
297 |
| Testing hypotheses in an I(2) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/$ rate |
0 |
0 |
0 |
50 |
1 |
2 |
4 |
182 |
| Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK |
1 |
2 |
16 |
2,192 |
2 |
11 |
40 |
4,360 |
| Testing the CVAR in the Fractional CVAR Model |
0 |
0 |
1 |
29 |
0 |
3 |
6 |
122 |
| Testing weak exogeneity and the order of cointegration in UK money demand data |
0 |
0 |
2 |
879 |
1 |
5 |
12 |
1,531 |
| The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration |
0 |
0 |
0 |
17 |
4 |
4 |
4 |
59 |
| The Role of Ancillarity in Inference for Non-stationary Variables |
0 |
0 |
0 |
73 |
0 |
1 |
4 |
285 |
| The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model |
0 |
0 |
0 |
39 |
2 |
4 |
4 |
157 |
| The cointegrated vector autoregressive model with general deterministic terms |
0 |
2 |
3 |
50 |
1 |
4 |
6 |
191 |
| Total Journal Articles |
24 |
85 |
271 |
26,718 |
165 |
462 |
1,154 |
77,542 |
LogEc is hosted by the
Örebro University School of Business.