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On Asymptotic Inference In Cointegrated Time Series With Fractionally Integrated Errors

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Author Info
Jeganathan, P.
Abstract

Vector valued autoregressive models with fractionally integrated errors are considered. The possibility of the coefficient matrix of the model having eigenvalues with absolute values equal or close to unity is included. Quadratic approximation to the log-likelihood ratios in the vicinity of auxiliary estimators of the parameters is obtained and used to make a rough identification of the approximate unit eigenvalues, including complex ones, together with their multiplicities. Using the identification thus obtained, the stationary linear combinations (cointegrating relationships) and the trends that induce the nonstationarity are identified, and Wald-type inference procedures for the parameters associated with them are constructed. As in the situation in which the errors are independent and identically distributed (i.i.d.), the limiting behaviors are nonstandard in the sense that they are neither normal nor mixed normal. In addition, the ordinary least squares procedure, which works reasonably well in the i.i.d. errors case, becomes severely handicapped to adapt itself approximately to the underlying model structure, and hence its behavior is significantly inferior in many ways to the procedures obtained here.

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File URL: http://journals.cambridge.org/abstract_S0266466699154057
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Publisher Info
Article provided by Cambridge University Press in its journal Econometric Theory.

Volume (Year): 15 (1999)
Issue (Month): 04 (August)
Pages: 583-621
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:cup:etheor:v:15:y:1999:i:04:p:583-621_15

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  1. Andeaou, E. & Werker, B.J.M., 2004. "An alternative asymptotic analysis of residual-based statistics," Discussion Paper 56, Tilburg University, Center for Economic Research. [Downloadable!]
  2. Javier Hualde & Peter M. Robinson, 2002. "Root-n-Consistent Estimation of Weak Fractional Cointegration," Faculty Working Papers 08/02, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  3. Guglielmo Maria Caporale & Luis A. Gil-Alana, 2005. "Fractional Cointegration And Aggregate Money Demand Functions," Economics and Finance Discussion Papers 05-01, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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  4. M. Ooms & J.A. Doornik, 1999. "Inference and forecasting for fractional autoregressive integrated moving average models; with an application to US and UK inflation," Econometric Institute Report 171, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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  5. Marzio Galeotti & Matteo Manera & Alessandro Lanza, 2009. "On the Robustness of Robustness Checks of the Environmental Kuznets Curve Hypothesis," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 42(4), pages 551-574, April. [Downloadable!] (restricted)
  6. Morten Oerregaard Nielsen, . "Efficient Inference in Multivariate Fractionally Integrated Time Series Models," Economics Working Papers 2002-6, School of Economics and Management, University of Aarhus. [Downloadable!]
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  7. Javier Hualde, 2005. "Unbalanced Cointegration," Faculty Working Papers 06/05, School of Economics and Business Administration, University of Navarra. [Downloadable!]
  8. J. Breitung & U. Hassler, . "Inference on the Cointegration Rank in Fractionally Integrated Processes," Sonderforschungsbereich 373 2000-65, Humboldt Universitaet Berlin.
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  9. D Marinucci & Peter M Robinson, 2001. "Narrow-Band Analysis of Nonstationary Processes," STICERD - Econometrics Paper Series /2001/421, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
  10. Luis A. Gil-Alana, 2003. "Testing of Fractional Cointegration in Macroeconomic Time Series," Faculty Working Papers 09/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
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  11. M. Gerolimetto & Peter M Robinson, 2006. "Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions," STICERD - Econometrics Paper Series /2006/500, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
  12. Mauro Costantini & Roy Cerqueti, 2007. "Non parametric Fractional Cointegration Analysis," ISAE Working Papers 78, ISAE - Institute for Studies and Economic Analyses - (Rome, ITALY). [Downloadable!]
  13. Morten Oerregaard Nielsen, . "Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics," Economics Working Papers 2002-7, School of Economics and Management, University of Aarhus. [Downloadable!]
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  14. Fabrizio Iacone & Peter M Robinson, 2004. "Cointegration in Fractional Systems with Deterministic Trends," STICERD - Econometrics Paper Series /2004/476, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
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  15. Werker, B.J.M. & Andreou, E., 2003. "A simple asymptotic analysis of residual-based statistics," Discussion Paper 118, Tilburg University, Center for Economic Research. [Downloadable!]
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