COINTEGRATION: ESTIMATION II
Tuesday 27th August 2002,
14:30 - 16:00
Room: 5.6
Session Chair(s):
Hans Christian Kongsted, University of Copenhagen, DENMARK
Category: Econometrics
CONSISTENT TESTING OF COINTEGRATING RELATIONSHIPS
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Presenter(s): |
Francesc Marmol, Universidad Carlos III de Madrid, SPAIN |
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Co-Author(s): |
Carlos Velasco, Universidad Carlos III de Madrid, SPAIN |
THE PERFORMANCE OF SUBSPACE ALGORITHM COINTEGRATION ANALYSIS: A SIMULATION STUDY WITH NEW TESTS
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Presenter(s): |
Martin Wagner, University of Bern, SWITZERLAND |
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Co-Author(s): |
none |
ANALYZING I(2) SYSTEMS BY TRANSFORMED VECTOR AUTOREGRESSIONS
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Presenter(s): |
Hans Christian Kongsted, University of Copenhagen, DENMARK |
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Co-Author(s): |
Heino Bohn Nielsen, University of Copenhagen, DENMARK |
CONVERGENCE OF OUTPUT IN THE G-7 COUNTRIES
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Presenter(s): |
Neil R Ericsson, Federal Reserve Board, UNITED STATES |
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Co-Author(s): |
Jonathan R. Halket, Federal Reserve Board, UNITED STATES |
Total Papers in This session: 4
Session Ref: 638
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