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Volumn 15, Issue 3, 1999, Pages 269-298

Asymptotics for nonlinear transformations of integrated time series

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EID: 0033412155     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466699153015     Document Type: Article
Times cited : (190)

References (17)
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    • 0347799340 scopus 로고
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    • (1993) Annales de l'Institut Henri Poincaré , vol.29 , pp. 57-81
    • Akonom, J.1
  • 5
    • 0000013567 scopus 로고
    • Co-integration and error correction: Representation, estimation and testing
    • Engle, R.F. & C.W.J. Granger (1987) Co-integration and error correction: Representation, estimation and testing. Econometrica 55, 251-276.
    • (1987) Econometrica , vol.55 , pp. 251-276
    • Engle, R.F.1    Granger, C.W.J.2
  • 7
    • 84974073344 scopus 로고
    • Some aspects of asymptotic theory with applications to time series models
    • Jeganathan, P. (1995) Some aspects of asymptotic theory with applications to time series models. Econometric Theory 11, 818-887.
    • (1995) Econometric Theory , vol.11 , pp. 818-887
    • Jeganathan, P.1
  • 9
    • 84974399466 scopus 로고
    • Statistical inference in regressions with integrated processes: Part 1
    • Park, J.Y. & P.C.B. Phillips (1988) Statistical inference in regressions with integrated processes: Part 1. Econometric Theory 4, 468-497.
    • (1988) Econometric Theory , vol.4 , pp. 468-497
    • Park, J.Y.1    Phillips, P.C.B.2
  • 11
    • 0000308535 scopus 로고
    • Time series regression with a unit root
    • Phillips, P.C.B. (1987) Time series regression with a unit root. Econometrica 55, 277-301.
    • (1987) Econometrica , vol.55 , pp. 277-301
    • Phillips, P.C.B.1
  • 12
    • 0012782047 scopus 로고
    • Multiple regression with integrated time series
    • Phillips, P.C.B. (1988) Multiple regression with integrated time series. Contemporary Mathematics 80, 79-105.
    • (1988) Contemporary Mathematics , vol.80 , pp. 79-105
    • Phillips, P.C.B.1
  • 13
    • 0000880923 scopus 로고
    • Optimal inference in cointegrated systems
    • Phillips, P.C.B. (1991) Optimal inference in cointegrated systems. Econometrica 59, 283-306.
    • (1991) Econometrica , vol.59 , pp. 283-306
    • Phillips, P.C.B.1
  • 14
    • 0030353926 scopus 로고    scopus 로고
    • An asymptotic theory of Bayesian inference for time series
    • Phillips, P.C.B. & W. Ploberger (1996) An asymptotic theory of Bayesian inference for time series. Econometrica 64, 381-412.
    • (1996) Econometrica , vol.64 , pp. 381-412
    • Phillips, P.C.B.1    Ploberger, W.2
  • 15


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.