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The flexible fourier form and local generalised least squares de-trended unit root tests

Rodrigues, Paulo M. M.; Taylor, Robert - In: Oxford bulletin of economics and statistics 74 (2012) 5, pp. 736-759

Persistent link: https://www.econbiz.de/10009712119

Residuals-based tests for cointegration with generalized least-squares detrended data

Perron, Pierre; Rodríguez, Gabriel - In: The econometrics journal 19 (2016) 1, pp. 84-111

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Fiscal sustainability in Bangladesh : the present value budget constraint approach

Wadud, Md. Abdul; Rahman, S. M. Atiar - In: Bangladesh journal of political economy 30 (2014) 1, pp. 63-78

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Generalized forecast averaging in autoregressions with a near unit root

Kejriwal, Mohitosh; Yu, Xuewen - 2019

Persistent link: https://www.econbiz.de/10012139722

Generalized forecast averaging in autoregressions with a near unit root

Kejriwal, Mohitosh; Yu, Xuewen - In: The econometrics journal 24 (2021) 1, pp. 83-102

Persistent link: https://www.econbiz.de/10012504451

Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels

Choi, In; Jung, Sanghyun - In: Empirical economics : a quarterly journal of the … 60 (2021) 1, pp. 177-203

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Distribution of the Least Squares Estimator in a First-Order Autoregressive Model

Ali, Mukhtar M. - 1998

This paper investigates the finite sample distribution of the least squares estimator of the autoregressive parameter in a first-order autoregressive model. Uniform asymptotic expansion for the distribution applicable to both stationary and nonstationary cases is obtained. Accuracy of the...

Persistent link: https://www.econbiz.de/10014075760