cointegration parameters. Algorithms for (constrained) maximum likelihood estimation are presented, and asymptotic properties …

models as well as examine the effects of erroneously assuming cointegration. It is shown that inconclusive theoretical … imposing cointegration can be more or less useful for different horizons. The problem of forecasting variables with trending …

fractional cointegration types; survival analysis; statistical modelling; likelihood; econometric methodology; the teaching and …

cointegration between the different measures and taking their monthly release calendar seriously. We also combine all existing …

In this paper, we test cointegration between GDP and Public consumption of the Republic of North Macedonia, for … quarterly data of twenty years' time series (2000Q1-2019Q4). We present results of two methods for cointegration test: first …, residual regression test table and second, Engle & Granger cointegration test and Philips Ouliaris test. Both methods provides …

2020 using the ARDL cointegration method. The results reveal that FDI, the interactive variable of FDI and trade openness …

multivariate cointegration approach, using quarterly data from Denmark. These restrictions are not rejected and the theoretical …