2

Tests for cointegration rank and choice of the alternative

Year:
2009
Language:
english
File:
PDF, 690 KB
english, 2009
3

Simple Robust Testing of Regression Hypotheses: A Comment

Year:
2002
Language:
english
File:
PDF, 44 KB
english, 2002
6

Deriving Restricted Least Squares Estimator without a Lagrangean

Year:
1993
Language:
english
File:
PDF, 93 KB
english, 1993
10

On the determination of integration indices in I(2) systems

Year:
1996
Language:
english
File:
PDF, 2.27 MB
english, 1996
11

Impact factors

Year:
2005
Language:
english
File:
PDF, 476 KB
english, 2005
12

Common trends and cycles in I(2) VAR systems

Year:
2006
Language:
english
File:
PDF, 303 KB
english, 2006
13

Speed of adjustment in cointegrated systems

Year:
2010
Language:
english
File:
PDF, 601 KB
english, 2010
14

A characterization of vector autoregressive processes with common cyclical features

Year:
2011
Language:
english
File:
PDF, 397 KB
english, 2011
16

LR cointegration tests when some cointegrating relations are known

Year:
2001
Language:
english
File:
PDF, 765 KB
english, 2001
17

Erratum to: The role of the drift in I(2) systems

Year:
1997
Language:
english
File:
PDF, 293 KB
english, 1997
18

Tests of integration in circular autoregressive models

Year:
1998
Language:
english
File:
PDF, 585 KB
english, 1998
19

Weak exogeneity in I(2) VAR systems

Year:
1999
Language:
english
File:
PDF, 217 KB
english, 1999
20

On Monte Carlo estimation of relative power

Year:
2002
Language:
english
File:
PDF, 106 KB
english, 2002
22

The Power of Lambda Max

Year:
2001
Language:
english
File:
PDF, 408 KB
english, 2001
23

The Likelihood Ratio Test for the Rank of a Cointegration Submatrix

Year:
2006
Language:
english
File:
PDF, 625 KB
english, 2006
24

The role of the drift in I(2) systems

Year:
1994
Language:
english
File:
PDF, 1.21 MB
english, 1994
30

Wages and prices in Europe before and after the onset of the Monetary Union

Year:
2013
Language:
english
File:
PDF, 544 KB
english, 2013
31

Feminist Press

Year:
1979
Language:
english
File:
PDF, 203 KB
english, 1979
33

Proximity-Structured Multivariate Volatility Models

Year:
2015
Language:
english
File:
PDF, 684 KB
english, 2015
36

Semiotics and Its Range

Year:
1981
Language:
english
File:
PDF, 1.41 MB
english, 1981
38

FEMINIST PRESS

Year:
1979
Language:
english
File:
PDF, 450 KB
english, 1979
39

A Distributional Equality

Year:
2000
Language:
english
File:
PDF, 138 KB
english, 2000
40

The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix

Year:
1994
Language:
english
File:
PDF, 63 KB
english, 1994
41

Errata

Year:
1995
Language:
english
File:
PDF, 60 KB
english, 1995
42

ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS

Year:
2000
Language:
english
File:
PDF, 210 KB
english, 2000
43

The Distribution of the Orthogonal Complement of a Regression Coefficient Matrix

Year:
1993
Language:
english
File:
PDF, 55 KB
english, 1993
44

Standard Errors for the Long-Run Variance Matrix

Year:
1997
Language:
english
File:
PDF, 87 KB
english, 1997
45

Solution to Problem Posed in Volume 20(3): 04.3.1. An I(2) Model for VAR(1) Processes—Solution

Year:
2005
Language:
english
File:
PDF, 41 KB
english, 2005
46

04.3.1 An I(2) Model for VAR(1) Processes

Year:
2004
Language:
english
File:
PDF, 28 KB
english, 2004
47

ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS

Year:
2002
Language:
english
File:
PDF, 197 KB
english, 2002
48

Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems

Year:
1997
Language:
english
File:
PDF, 1.86 MB
english, 1997
49

AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT

Year:
2005
Language:
english
File:
PDF, 81 KB
english, 2005
50

NOTES AND PROBLEMS: A new format for the PROBLEMS AND SOLUTIONS SERIES

Year:
2004
Language:
english
File:
PDF, 19 KB
english, 2004