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Chapter 45 Estimation and inference for dependent processes · Study

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ChapterChapter 45 Estimation and inference for dependent processes

Jeffrey M. Wooldridge1994

Chapter1994

Chapter 45 Estimation and inference for dependent processes

Jeffrey M. Wooldridge

134 citations·0/0 files stored·Handbook of econometrics

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Spatial and Panel Data Analysis Advanced Statistical Methods and Models Statistical and numerical algorithms

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1986Generalized autoregressive conditional heteroskedasticity 1988Statistical analysis of cointegration vectors 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes

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2009MODELING MULTIPLE REGIMES IN FINANCIAL VOLATILITY WITH A FLEXIBLE COEFFICIENT GARCH(1,1) MODEL 2012SEMIPARAMETRIC VECTOR MEM 1999Efficiency comparisons of maximum-likelihood-based estimators in GARCH models 2015Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data 2006Residuals‐based tests for the null of no‐cointegration: an Analytical comparison

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1994Chapter 47 Vector autoregressions and cointegrationchapter · 17 shared references 1996Time-Series-Based Econometricsbook · 17 shared references 2012Econometric Modelling with Time Series: Specification, Estimation and Testingarticle · 16 shared references 1989A Survey of Some Recent Econometric Methodsarticle · 15 shared references 1998Test for partial parameter instability in regressions with I(1) processesarticle · 15 shared references 1994Chapter 46 Unit roots, structural breaks and trendschapter · 14 shared references

Details

Year1994

Typechapter

Published1994-01-01

VenueHandbook of econometrics

ISSN-L1573-4412

Languageen

Citations134

Files0 public / 0

ShelfSpatial and Panel Data Analysis

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doi10.1016/s1573-4412(05)80014-5

openalex_workW1554742409

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