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The seemingly unrelated dynamic cointegration regression model and testing for purchasing power parity

Moon, Hyungsik Roger; Perron, Benoit - 2000

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Residual based tests for cointegration with GLS detrended data

Perron, Pierre; Rodriguez, Gabriel - 2000

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Regression trendbehafteter Zeitreihen in der Ökonometrie

Hassler, Uwe - 2000 - 1. Aufl.

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Two stage least squares estimation in structural cointegration models

Schröer, Gunar - In: Statistical papers 40 (1999) 4, pp. 407-438

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On the comparison of OLS and GLS in cointegration regressions

Jo, Sunghan; Park, Joon Y. - In: Journal of economic theory and econometrics : journal … 3 (1997) 2, pp. 1-12

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Estimation and inference on long-run equilibria : a simulation study

Cappuccio, Nunzio; Lubian, Diego - In: Econometric reviews 20 (2001) 1, pp. 61-84

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Fully modified OLS for heterogeneous cointegrated panels

Pedroni, Peter Louis - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 93-230). 2000

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On the estimation and inference of a cointegrated regression in panel data

Kao, Chihwa; Chiang, Min-hsien - In: Nonstationary panels, panel cointegration, and dynamic …, (pp. 179-222). 2000

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Estimating the nature of relationship of entrepreneurship and business confidence on youth unemployment in the Philippines

Camba, Aileen L. - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 8, pp. 533-542

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Monitoring cointegrating polynomial regressions : theory and application to the environmental Kuznets curves for carbon and sulfur dioxide emissions

Knorre, Fabian; Wagner, Martin; Grupe, Maximilian - 2020

This paper develops residual-based monitoring procedures for cointegrating polynomial regressions, i. e. , regression models including deterministic variables, integrated processes as well as integer powers of integrated processes as regressors. The regressors are allowed to be endogenous and...

Persistent link: https://www.econbiz.de/10012405301