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Testing the Lucas critique : a review
Favero, Carlo A. - In: Econometric reviews 11 (1992) 3, pp. 265-306
Persistent link: https://www.econbiz.de/10001133935
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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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Conditionally efficient estimation of long-run relationships using mixed-frequency time series
Miller, J. Isaac - In: Econometric reviews 35 (2016) 5/7, pp. 1142-1171
Persistent link: https://www.econbiz.de/10011591156
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Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan; Sögner, Leopold - In: Econometric reviews 38 (2019) 6, pp. 597-635
Persistent link: https://www.econbiz.de/10012181339
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A state-space approach to time-varying reduced-rank regression
Brune, Barbara; Scherrer, Wolfgang; Bura, Efstathia - In: Econometric reviews 41 (2022) 8, pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
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Bayesian inference in cointegrated
Strachan, Rodney W. - In: Econometric reviews 26 (2007) 2, pp. 439-468
Persistent link: https://www.econbiz.de/10003509147
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On the duality between long-run relations and common trends in the I(1) versus I(2) model : an application to aggregate money holdings
Jusélius, Katarina - In: Econometric reviews 13 (1994) 2, pp. 151-178
Persistent link: https://www.econbiz.de/10001163117
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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