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Small area estimation with state-space common factor models for rotating panels
Brakel, Jan A. van den; Krieg, Sabine - 2014
Persistent link: https://www.econbiz.de/10010393950
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Fractional integration and cointegration testing using the sample mean
Demetrescu, Matei - 2008
Persistent link: https://www.econbiz.de/10003963300
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Cointegration and sampling frequency
Chambers, Marcus J. - In: The econometrics journal 14 (2011) 2, pp. 156-185
Persistent link: https://www.econbiz.de/10009381884
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Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data
Chambers, Marcus J. - In: Journal of econometrics 217 (2020) 1, pp. 140-160
Persistent link: https://www.econbiz.de/10012482742
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On cointegration test for VAR models with drift
Yang, Minxian; Bewley, Ronald A. - 1995
Persistent link: https://www.econbiz.de/10000917803
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Inference in cointegrated models using VAR prewhitening to estimate shortrun dynamics
Park, Joon Y.; Ōgaki, Masao - 1991
Persistent link: https://www.econbiz.de/10000814457
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New directions in econometric practice : general to specific modelling, cointegration and vector autoregression
Charemza, Wojciech; Deadman, Derek F. - 1997 - 2. ed.
Persistent link: https://www.econbiz.de/10000613833
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Cointegration and time-varying parameters : a comment
Honohan, Patrick - In: European economic review : EER 37 (1993) 6, pp. 1279-1281
Persistent link: https://www.econbiz.de/10001146928
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Effects of idiosyncratic shocks on macroeconomic time series
Yang, Minxian - In: Empirical economics : a journal of the Institute for … 53 (2017) 4, pp. 1441-1461
Persistent link: https://www.econbiz.de/10012019377
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Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu - In: Economics letters 179 (2019), pp. 19-23
Persistent link: https://www.econbiz.de/10012121674