Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Identifiability of cointegrated systems

14 references·8 citing·26 second hop

FromToDepth

this work references cited by second hop

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
1988Statistical analysis of cointegration vectors17,038 cited
1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
1992Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK1,659 cited
1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
1991Optimal Inference in Cointegrated Systems1,110 cited
1992Cointegration in partial systems and the efficiency of single-equation analysis982 cited
1986Multiple Time Series Regression with Integrated Processes837 cited
1994Testing for an unstable root in conditional and structural error correction models592 cited
2002LONG-RUN STRUCTURAL MODELLING371 cited
1995Efficient inference on cointegration parameters in structural error correction models224 cited
1993Estimation of Cointegration Vectors with Linear Restrictions60 cited
1996Testing Identifiability of Cointegrating Vectors51 cited

Cited by

2015

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Inference on co-integration parameters in heteroskedastic vector autoregressions

36 cited

2016A Vector Heterogeneous Autoregressive Index Model for Realized Volatility Measures35 cited

2004Testing for the cointegration rank when some cointegrating directions are changing34 cited

2000MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS33 cited

2010Liberalization and Growth: An Econometric Study of Bangladesh25 cited

2001CONSISTENT ESTIMATION IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS23 cited

2016A dynamic component model for forecasting high-dimensional realized covariance matrices23 cited

1999Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes17 cited