SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Integrated modified OLS estimation and fixed- inference for cointegrating regressions · Study

ArticleShelves

ArticleIntegrated modified OLS estimation and fixed- inference for cointegrating regressions

Timothy J. Vogelsang2013

Article2013

Integrated modified OLS estimation and fixed- inference for cointegrating regressions

Timothy J. Vogelsang · Martin Wagner

50 citations·0/0 files stored·Journal of Econometrics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Spatial and Panel Data Analysis Diverse Scientific and Economic Studies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 50 citations exist upstream.

References

1988Testing for a Unit Root in Time Series Regression 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1990Inference in Linear Time Series Models with some Unit Roots 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors 1991Asymptotically Efficient Estimation of Cointegration Regressions 1991Estimating Long-Run Economic Equilibria

Cited by

2014The Environmental Kuznets Curve, Cointegration and Nonlinearity 2015FACTORS AFFECTING CURRENT ACCOUNT BALANCE OF TURKEY: A SURVEY WITH THE COINTEGRATING REGRESSION ANALYSIS 2017SIMPLE, ROBUST, AND ACCURATEFANDtTESTS IN COINTEGRATED SYSTEMS 2017Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1994Chapter 45 Estimation and inference for dependent processeschapter · 9 shared references 1994Chapter 47 Vector autoregressions and cointegrationchapter · 8 shared references 1996Time-Series-Based Econometricsbook · 8 shared references 2008Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errorsarticle · 8 shared references 2017Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisisarticle · 8 shared references 1994Chapter 46 Unit roots, structural breaks and trendschapter · 7 shared references

Details

Year2013

Typearticle

Published2013-11-12

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations50

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/j.jeconom.2013.10.015

openalex_workW2056855504

Links

Imported from OpenAlex (CC0) — nothing here is generated.