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VAR, ERROR CORRECTION AND PRETEST FORECASTS AT LONG HORIZONS
13 references·4 citing·34 second hop
VAR, ERROR CORRECTION AND PRETEST FORECASTS AT LONG HORIZONS (1996)VAR, ERROR CORRECTION AND PRETEST FORECAS…A Regional Dynamic General-Equilibrium Model of Alternative Climate-Change Strategies (2016)A Regional Dynamic General-Eq…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Inference in Models with Nearly Integrated Regressors (1995)Inference in Models with Near…Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown (1994)Inference in Time Series Regr…Buying greenhouse insurance. The economic costs of CO2 emission limits (1993)Buying greenhouse insurance. …A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)A Simple Estimator of Cointeg…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series (1991)Confidence intervals for the …Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Towards a Unified Asymptotic Theory for Autoregression (1987)Towards a Unified Asymptotic …The sampling distribution of forecasts from a first-order autoregression (1979)The sampling distribution of …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…A linear benchmark for forecasting GDP growth and inflation? (2008)A linear benchmark for foreca…Unit Roots, Cointegration, and Structural Change (2001)Unit Roots, Cointegration, an…Unit-Root Tests Are Useful for Selecting Forecasting Models (2000)Unit-Root Tests Are Useful fo…The Term Structure with Highly Persistent Interest Rates (1999)The Term Structure with Highl…To Slow or Not to Slow: The Economics of The Greenhouse Effect (1991)The marginal damage costs of carbon dioxide emissions: an assessment of the uncertainties (2004)The Economic Impacts of Climate Change (2017)Global Pricing of Carbon‐Transition Risk (2023)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a unit root in panels with dynamic factors (2004)The local power of some unit root tests for panel data (2004)Efficient tests of stock return predictability☆ (2006)Efficient Capital Markets: II (1991)Long-horizon regressions: theoretical results and applications (2003)Forecasting Stock Returns (2013)Short interest and aggregate stock returns (2016)Time Series Regression with a Unit Root (1987)Testing for a Unit Root in Time Series Regression (1988)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Trends and random walks in macroeconmic time series (1982)Nonstationary panel data analysis: an overview of some recent developments (2000)The Macroeconomic Effects of Inflation Targeting (2004)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems5,042 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 2016A Regional Dynamic General-Equilibrium Model of Alternative Climate-Change Strategies1,090 cited
  • 1987Towards a Unified Asymptotic Theory for Autoregression842 cited
  • 1991Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series416 cited
  • 1995Inference in Models with Nearly Integrated Regressors370 cited
  • 1994Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown201 cited
  • 1993Buying greenhouse insurance. The economic costs of CO2 emission limits135 cited
  • 1979The sampling distribution of forecasts from a first-order autoregression105 cited

Cited by

  • 2000Unit-Root Tests Are Useful for Selecting Forecasting Models63 cited
  • 2008

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A linear benchmark for forecasting GDP growth and inflation?
59 cited
  • 2001Unit Roots, Cointegration, and Structural Change22 cited
  • 1999The Term Structure with Highly Persistent Interest Rates14 cited