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Estimation bias and bias correction in reduced rank autoregressions
Bohn Nielsen, Heino - In: Econometric reviews 38 (2019) 3, pp. 332-349
Persistent link: https://www.econbiz.de/10012181296
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Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
Carrion i Silvestre, Josep Lluís; Kim, Dukpa - In: Econometric reviews 38 (2019) 8, pp. 881-898
Persistent link: https://www.econbiz.de/10012181371
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The performance of panel cointegration methods : results from a large scale simulation study
Wagner, Martin; Hlouskova, Jaroslava - In: Econometric reviews 29 (2010) 2, pp. 182-223
Persistent link: https://www.econbiz.de/10003960501
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Bootstrap cointegration rank testing : the role of deterministic variables and initial values in the bootstrap recursion
Cavaliere, Giuseppe; Taylor, Robert; Trenkler, Carsten - In: Econometric reviews 32 (2013) 7, pp. 814-847
Persistent link: https://www.econbiz.de/10009758616
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The co-integrated vector autoregression with errors-in-variables
Bohn Nielsen, Heino - In: Econometric reviews 35 (2016) 1/4, pp. 169-200
Persistent link: https://www.econbiz.de/10011549904
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Local linear estimation of a nonparametric cointegration model
Liang, Zhongwen; Lin, Zhongjian; Hsiao, Cheng - In: Econometric reviews 34 (2015) 6/10, pp. 882-906
Persistent link: https://www.econbiz.de/10011483398
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Residual-based tests for fractional cointegration : testing the term structure of interest rates
Zhang, Dayong; Barassi, Marco R.; Tan, Jijun - In: Econometric reviews 34 (2015) 6/10, pp. 1118-1140
Persistent link: https://www.econbiz.de/10011483452
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A parametric approach to the estimation of cointegration vectors in panel data
Breitung, Jörg - In: Econometric reviews 24 (2005) 2, pp. 151-173
Persistent link: https://www.econbiz.de/10003002298
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Adaptive estimation of heteroskedastic error component models
Baltagi, Badi H.; Bresson, Georges; Pirotte, Alain - In: Econometric reviews 24 (2005) 1, pp. 39-58
Persistent link: https://www.econbiz.de/10002655589
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Is adaptive estimation useful for panel models with heteroskedasticity in the individual specific error component? : Some Monte Carlo evidence
Roy, Nilanjana - In: Econometric reviews 21 (2002) 2, pp. 189-203
Persistent link: https://www.econbiz.de/10001704798