Regression Theory for Near-Integrated Time Series

P. C. B. Phillips

366 citations0/0 files storedEconometrica

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

Diverse Scientific and Economic Studies Advanced Statistical Methods and Models Spatial and Panel Data Analysis

Abstract

On introduit le concept de processus aleatoire vectoriel presque integre. Ce type de processus aide a travailler vers une theorie asymptotique generale de la regression pour des series temporelles multiples

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 — 366 citations exist upstream.

Cited by

2009Structural Nonparametric Cointegrating Regression 2017Robust Bond Risk Premia 1992Debt, deficits, and inflation: An application to the public finances of India 1996Cointegration tests with conditional heteroskedasticity 1988Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations 2005TESTING LONG‐HORIZON PREDICTIVE ABILITY WITH HIGH PERSISTENCE, AND THE MEESE–ROGOFF PUZZLE*1989Testing for a Random Walk: A Simulation Experiment of Power When the Sampling Interval is Varied 1995On the interactions of unit roots and exogeneity

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