✦ LIBER ✦

Canonical Cointegrating Regressions

✍ Scribed by Park, Joon Y.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Small sample properties of Canonical Coi

✍ Hsiang-Ling Han 📂 Article 📅 1996 🏛 Springer-Verlag 🌐 English ⚖ 1011 KB

COINTEGRATING SMOOTH TRANSITION REGRESSI

✍ Saikkonen, Pentti; Choi, In 📂 Article 📅 2004 🏛 Cambridge University Press 🌐 English ⚖ 471 KB

Dynamic Seemingly Unrelated Cointegratin

✍ Mark, Nelson C.; Ogaki, Masao; Sul, Donggyu 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 240 KB

Stationary bootstrapping for cointegrati

✍ Dong Wan Shin; Eunju Hwang 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 219 KB

On bootstrap inference in cointegrating

✍ Zacharias Psaradakis 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 78 KB

Identification robust inference in coint

✍ Khalaf, Lynda; Urga, Giovanni 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 452 KB