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STATISTICAL INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS

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References

1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
1991Optimal Inference in Cointegrated Systems1,110 cited
1992Convergence to Stochastic Integrals for Dependent Heterogeneous Processes341 cited
2001VECTOR AUTOREGRESSIVE PROCESSES WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS47 cited

Cited by

2004Recent Advances in Cointegration Analysis35 cited
2001CONSISTENT ESTIMATION IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS23 cited
2006Frequency domain estimation of temporally aggregated Gaussian cointegrated systems19 cited
2004New Directions in Macromodelling10 cited

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