Fully modified estimation with nearly integrated regressors
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- Hjalmarsson, Erik, 2007. "Fully modified estimation with nearly integrated regressors," Finance Research Letters, Elsevier, vol. 4(2), pages 92-94, June.
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Cited by:
- Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2023.
"Transformed regression-based long-horizon predictability tests,"
Journal of Econometrics, Elsevier, vol. 237(2).
- Demetrescu, Matei & Rodrigues, Paulo MM & Taylor, AM Robert, 2022. "Transformed Regression-based Long-Horizon Predictability Tests," Essex Finance Centre Working Papers 30620, University of Essex, Essex Business School.
- Erik Hjalmarsson, 2006. "Inference in Long-Horizon Regressions," International Finance Discussion Papers 853, Board of Governors of the Federal Reserve System (U.S.).
- Beechey, Meredith & Hjalmarsson, Erik & sterholm, Pr, 2009.
"Testing the expectations hypothesis when interest rates are near integrated,"
Journal of Banking & Finance, Elsevier, vol. 33(5), pages 934-943, May.
- Meredith J. Beechey & Erik Hjalmarsson & Pär Österholm, 2008. "Testing the expectations hypothesis when interest rates are near integrated," International Finance Discussion Papers 953, Board of Governors of the Federal Reserve System (U.S.).
- Chen Yu-Chin & Rogoff Kenneth, 2012.
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- Yu-chin Chen & Kenneth Rogoff, 2006. "Are the Commodity Currencies an Exception to the Rule?," Working Papers UWEC-2006-28, University of Washington, Department of Economics, revised Mar 2012.
- repec:nbp:nbpbik:v:47:y:2016:i:6:p:435-462 is not listed on IDEAS
- Krzysztof Bartosik & Jerzy Mycielski, 2016. "Dynamika płac a długotrwałe bezrobocie w polskiej gospodarce," Bank i Kredyt, Narodowy Bank Polski, vol. 47(5), pages 435-462.
- NTUNGILA, Floribert & PINSHI, Christian P., 2019. "Fluctuations de prix des matières premières et économie congolaise : manne d’espoir ou de malédiction ? [Fluctuations in commodity price and the congolese economy: hope or curse manna?]," MPRA Paper 95409, University Library of Munich, Germany.
- Alex Maynard & Katsumi Shimotsu & Nina Kuriyama, 2023. "Inference in Predictive Quantile Regressions," Papers 2306.00296, arXiv.org, revised May 2024.
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Keywords
Regression analysis;NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2006-04-29 (Econometrics)
- NEP-ETS-2006-04-29 (Econometric Time Series)
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