Similar Search Results

Consistent expectations equilibria

Hommes, Cars H.; Sorger, Gerhard - 1997

Persistent link: https://www.econbiz.de/10000961568

On the formulation of Wald tests on long-run parameters

Boswijk, Herman Peter - In: Oxford bulletin of economics and statistics 55 (1993) 1, pp. 137-144

Persistent link: https://www.econbiz.de/10001139541

Identifiability of cointegrated systems

Boswijk, Herman Peter - 1995

Persistent link: https://www.econbiz.de/10000909278

Mixed normal inference on multicointegration

Boswijk, Herman Peter - In: Econometric theory 26 (2010) 5, pp. 1565-1576

Persistent link: https://www.econbiz.de/10008662656

Block local to unity and continuous record asymptotics

Boswijk, Herman Peter - 2001

This paper provides a continuous record interpretation of the block local to unity asymptotics proposed recentlyby Phillips, Moon and Xiao (2001). It also demonstrates that in the case of homogeneous dynamics and a fixednumber of blocks, the new asymptotic approximation coincides with the...

Persistent link: https://www.econbiz.de/10011317450