An Autoregressive Distributed Lag Modelling Approach to Cointegration Analysis
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- Published
- 1995-01-01
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- 6,287
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- 25
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References
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- A SIMPLE ESTIMATOR OF COINTEGRATING VECTORS IN HIGHER ORDER INTEGRATED SYSTEMS
- The direct estimation of the equilibrium response in a linear dynamic model
- Statistical Inference in Instrumental Variables Regression with I(1) Processes
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
- Canonical Cointegrating Regressions
- Efficient inference on cointegration parameters in structural error correction models
- Co-integration and error correction: representation, estimation and testing
- Asymptotically Efficient Estimation of Cointegration Regressions
- Inference in Models with Nearly Integrated Regressors
- Optimal Inference in Cointegrated Systems
- The Role of Economic Theory in Modelling the Long Run
- Statistical Inference
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