COINTEGRATION: ESTIMATION I
Sunday 25th August 2002,
14:30 - 16:00
Room: 2.2
Session Chair(s):
Soren Johansen, University of Copenhagen, DENMARK
Category: Econometrics
ROOT-N-CONSISTENT ESTIMATION OF WEAK FRACTIONAL COINTEGRATION
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Presenter(s): |
Javier Hualde, London School of Economics, UNITED KINGDOM |
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Co-Author(s): |
Peter M. Robinson, London School of Economics, UNITED KINGDOM |
THE VALUE OF STRUCTURAL INFORMATION IN THE ERROR CORRECTION MODEL
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Presenter(s): |
Herman K. van Dijk, Erasmus University Rotterdam, NETHERLANDS |
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Co-Author(s): |
Rodney Strachan, Liverpool University, UNITED KINGDOM |
LOCAL WHITTLE ANALYSIS OF STATIONARY FRACTIONAL COINTEGRATION
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Presenter(s): |
Morten Nielsen, University of Aarhus, DENMARK |
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Co-Author(s): |
none |
THE INTERPRETATION OF COINTEGRATING COEFFICIENTS IN THE COINTEGRATED VECTOR AUTOREGRESSIVE MODEL
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Presenter(s): |
Soren Johansen, University of Copenhagen, DENMARK |
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Co-Author(s): |
none |
Total Papers in This session: 4
Session Ref: 493
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