Similar Search Results

An augmented autoregressive distributed lag bounds test for cointegration

Sam, Chung Yan; McNown, Robert F.; Khoon, Goh Soo - In: Economic modelling 80 (2019), pp. 130-141

Persistent link: https://www.econbiz.de/10012200504

Are Major US trading partners' exports and imports cointegrated? : evidence from bootstrap ARDL

Khoon, Goh Soo; Tang, Tuck Cheong; Sam, Chung Yan - In: Margin: the journal of applied economic research 14 (2020) 1, pp. 7-27

Persistent link: https://www.econbiz.de/10012168903

Buffered vector error-correction models : an application to the U.S. Treasury bond rates

Lu, Renjie; Yu, Philip L. H. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 5, pp. 267-287

Persistent link: https://www.econbiz.de/10012806530

Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators

Anderson, Richard G. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003740180

Testing cointegration relationship in a semiparametric varying coefficient model

Gu, Jingping; Liang, Zhongwen - In: Journal of econometrics 178 (2014) 1, pp. 57-70

Persistent link: https://www.econbiz.de/10010255469

An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration

Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Journal of international financial markets, … 35 (2015), pp. 18-29

Persistent link: https://www.econbiz.de/10011474678

Analysis of Panel Vector Error Correction Models Using Maximum Likelihood, the Bootstrap, and Canonical-Correlation Estimators

Anderson, Richard G. - 2006

-based inferences for vector error-correction models. It is now well-known that testing of cointegration ranks based on Johansen's (1995 … promise as an alternative to Johansen's ML-based approach for testing of cointegration rank in VECM models …

Persistent link: https://www.econbiz.de/10012732978

The estimation uncertainty of permanent-transitory decompositions in co-integrated systems

Schreiber, Sven - In: Econometric reviews 38 (2019) 3, pp. 279-300

Persistent link: https://www.econbiz.de/10012181279

The estimation uncertainty of permanent-transitory decompositions in co-integrated systems : conference paper

Schreiber, Sven - 2014 - This version: February 2014

The topic of this paper is the estimation uncertainty of the Stock-Watson and Gonzalo-Granger permanent-transitory decompositions in the framework of the co-integrated vector autoregression. We suggest an approach to construct the confidence interval of the transitory component estimate in a...

Persistent link: https://www.econbiz.de/10010489880

Estimation of private consumption function of Iran : autoregressive distributed lag approach to co-integration

Nikbin, Behnam; Panahi, Saman - In: International journal of economics and financial issues … 6 (2016) 2, pp. 653-659

Persistent link: https://www.econbiz.de/10011697227

1
2
3
4
5
6
7
8
9
10
Next
Last