Estimation of cointegrated models with exogenous variables

Author： Ahn Sung K.   Hong Hanwoom   Cho Sinsup  

Publisher： Taylor & Francis Ltd

E-ISSN： 1563-5163|85|10|1945-1962

ISSN： 0094-9655

Source： Journal of Statistical Computation and Simulation, Vol.85, Iss.10, 2015-07, pp. : 1945-1962

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Estimation in Degradation Models with Explanatory Variables

By Bagdonavicius V.  

Lifetime Data Analysis, Vol. 7, Iss. 1, 2001-03 ,pp. : 85-103

Springer Publishing Company

Access to resources Recommend Favorite

Restricted Estimation in Partially Linear Errors-in-Variables Models

By Wei Chuan-hua   Jia Xu-jie   Hu Hong-sheng  

Communications in Statistics: Simulation and Computation, Vol. 42, Iss. 8, 2013-09 ,pp. : 1836-1847

Taylor & Francis Ltd

Access to resources Recommend Favorite

Estimation in Varying-Coefficient Errors-in-Variables Models with Missing Response Variables

By Wei Chuan-Hua  

Communications in Statistics: Simulation and Computation, Vol. 40, Iss. 3, 2011-03 ,pp. : 383-393

Taylor & Francis Ltd

Access to resources Recommend Favorite

Cointegrated VARIMA Models: Specification and Simulation

By Gallego José L.   Díaz Carlos  

Communications in Statistics: Simulation and Computation, Vol. 44, Iss. 1, 2015-01 ,pp. : 66-70

Taylor & Francis Ltd

Access to resources Recommend Favorite

Structural vector autoregressive analysis for cointegrated variables

By Lütkepohl Helmut  

Allgemeines Statistisches Archiv, Vol. 90, Iss. 1, 2006-03 ,pp. : 75-88

Springer Publishing Company

Access to resources Recommend Favorite