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Maximum eigenvalue test for seasonal cointegrating ranks
Seong, Byeongchan; Cho, Sinsup; Ahn, Sung K. - In: Oxford bulletin of economics and statistics 68 (2006) 4, pp. 497-514
Persistent link: https://www.econbiz.de/10003357466
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Estimation of expression indexes for oligonucleotide arrays using the singular value decomposition
Hu, Jianhua; Wright, Fred A.; Zou, Fei - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 41-50
Persistent link: https://www.econbiz.de/10003309105
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Response surfaces for an F-test for cointegration
Turner, Paul - In: Applied economics letters 13 (2006) 8, pp. 479-482
Persistent link: https://www.econbiz.de/10003348008
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On the estimation and inference of a panel cointegration model with cross-sectional dependence
Bai, Jushan; Kao, Chihwa - In: Panel data econometrics : theoretical contributions and …, (pp. 1-30). 2006
Persistent link: https://www.econbiz.de/10003331420
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Semiparametric estimation of fractional cointegration
Hualdea, J. (contributor); Robinson, Peter M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003332015
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Biased estimation in a simple extension of a standard error correction model
Müller, Christian - In: Swiss journal of economics and statistics 145 (2009) 1, pp. 37-60
Persistent link: https://www.econbiz.de/10003832165
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Econometric analysis of structural systems with permanent and transitory shocks
Pagan, Adrian R. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003798174
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Estimation of higher-order spatial autoregressive panel data error component models
Badinger, Harald; Egger, Peter - 2009
This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S). We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM)...
Persistent link: https://www.econbiz.de/10003808637
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An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu; Bohn Nielsen, Heino; Rahbek, Anders - 2009
Persistent link: https://www.econbiz.de/10003859942
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An I(2) cointegration model with piecewise linear trends : likelihood analysis and application
Kurita, Takamitsu; Bohn Nielsen, Heino; Rahbek, Anders - 2009
Persistent link: https://www.econbiz.de/10003863153