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References from Structural analysis of vector error correction models with exogenous I(1) variables. Local targets link to admitted publications; unresolved targets remain external evidence.
The influence of VAR dimensions on estimator biases
10.1111/1468-0262.00008 · 1999 · External reference
Estimation of partially nonstationary multivariate autoregressive models
10.2307/2290020 · 1990 · External reference
Unresolved reference
External reference
Efficient inference on cointegration parameters in structural error correction models
10.1016/0304-4076(94)01665-m · 1995 · External reference
Distribution of the estimators for autoregressive time series with a unit root
10.2307/2286348 · 1979 · External reference
Likelihood ratio statistics for autoregressive time series with a unit root
10.2307/1912517 · 1981 · External reference
Co-integration and error correction: representation, estimation and testing
10.2307/1913236 · 1987 · External reference
Causality in the long run
10.1017/s0266466600009397 · 1995 · External reference
Asymptotic inference on cointegrating rank in partial systems
10.2307/1392608 · 1998 · External reference
Statistical analysis of cointegration vectors
10.1016/0165-1889(88)90041-3 · 1988 · External reference
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
10.2307/2938278 · 1991 · External reference
Cointegration in partial systems and the efficiency of single-equation analysis
10.1016/0304-4076(92)90019-n · 1992 · External reference
The role of the constant and linear terms in cointegration analysis of nonstationary variables
10.1080/07474939408800284 · 1994 · External reference
Unresolved reference
1995 · External reference
Testing structural hypotheses in a multivariate cointegration analysis of the PPP and UIP for UK
10.1016/0304-4076(92)90086-7 · 1992 · External reference
A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics
10.1111/j.1468-0084.1992.tb00013.x · 1992 · External reference
Canonical cointegrating regressions
10.2307/2951679 · 1992 · External reference
Statistical inference in regressions with integrated processes: Part 2
10.1017/s0266466600012287 · 1989 · External reference
A note on Johansen's cointegration procedure when trends are present
10.1007/bf01205421 · 1993 · External reference
Unresolved reference
1997 · External reference
Cointegration and speed of convergence to equilibrium
10.1016/0304-4076(94)01697-6 · 1996 · External reference
Unresolved reference
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Unresolved reference
External reference
Optimal inference in cointegrated systems
10.2307/2938258 · 1991 · External reference
Multiple time series regression with integrated processes
10.2307/2297602 · 1986 · External reference
Statistical inference in instrumental variables regression with I(1) processes
10.2307/2297545 · 1990 · External reference
Asymptotics for linear processes
10.1214/aos/1176348666 · 1992 · External reference
10.1111/1368-423x.00021
10.1111/1368-423x.00021 · External reference
Inference in possibly integrated vector autoregressive models: some finite sample evidence
10.1016/s0304-4076(97)00109-7 · 1998 · External reference
