Similar Search Results

Non-stationary parametric single-index predictive models : simulation and empirical studies

Zhou, Ying; Kew, Hsein; Gao, Jiti - In: Essays in honor of Joon Y. Park : econometric theory, (pp. 349-365). 2023

Persistent link: https://www.econbiz.de/10014313764

Estimation and inference on long-run equilibria : a simulation study

Cappuccio, Nunzio; Lubian, Diego - In: Econometric reviews 20 (2001) 1, pp. 61-84

Persistent link: https://www.econbiz.de/10001582455

A comparison of autoregressive distributed lag and dynamics OLS cointegration estimators in the case of serially correlated cointegration error

Panopulu, Aikaterinē; Pittis, Nikitas - In: The econometrics journal 7 (2004) 2, pp. 585-617

Persistent link: https://www.econbiz.de/10002463690

Estimating Long-Run Elasticities of Jordanian Import Demand Function : 1980-2004 an Application of Dynamic OLS

Hussain, Majeed A. - 2008

-Granger test of co-integration, fails to find favor of a long-run relationship among variables associated with an import demand …

Persistent link: https://www.econbiz.de/10014212645

Fully modified least squares cointegrating parameter estimation in multicointegrated systems

Kheifets, Igor L.; Phillips, Peter C. B. - In: Journal of econometrics 232 (2023) 2, pp. 300-319

Persistent link: https://www.econbiz.de/10014339925

Integrated modified least squares estimation and (fixed-b) inference for systems of cointegrating multivariate polynomial regression

Veldhuis, Sebastian; Wagner, Martin - 2024

Persistent link: https://www.econbiz.de/10015163143

On the Estimation and Inference of a Cointegrated Regression in Panel Data

Kao, Chihwa - 2011

The main contribution of this paper is to add to the literature by suggesting a dynamic OLS (DOLS) estimator and providing a serious comparison of the finite sample properties of the OLS, fully modified OLS (FMOLS), and DOLS estimators in panel cointegrated regression models. Monte Carlo results...

Persistent link: https://www.econbiz.de/10013127238

Fully modified Narrow-Band least squares estimation of weak fractional cointegration

Frederiksen, Per; Nielsen, Morten Ørregaard - 2009

We consider estimation of the cointegrating relation in the weak fractional cointegration model, where the strength of … fractional cointegration model, which has found important application recently, especially in financial economics. Previous …. -- Fractional cointegration ; frequency domain ; fully modified estimation ; long memory ; semiparametric …

Persistent link: https://www.econbiz.de/10003919719

Estimating long-run elasticities of Jordanian import demand function: 1980 - 2004 : an application of dynamic OLS

Hussain, Majeed Ali - In: Applied econometrics and international development 7 (2007) 2, pp. 171-178

Persistent link: https://www.econbiz.de/10003979416

Fully modified Narrow-band least squares estimation of weak fractional cointegration

Nielsen, Morten Ørregaard; Frederiksen, Per - 2010

Persistent link: https://www.econbiz.de/10008651771