Matches in SemOpenAlex for { <https://semopenalex.org/work/W1567387921> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W1567387921 endingPage "40" @default.
- W1567387921 startingPage "1" @default.
- W1567387921 abstract "Cointegration theory provides a flexible class of statistical models that combine long-run relationships and short-run dynamics. This paper presents three likelihood ratio (LR) tests for simultaneously testing restrictions on cointegrating relationships and on how quickly the system reacts to the deviation from equilibrium implied by the cointegrating relationships. Both the orthogonal complements of the cointegrating vectors and of the vectors of adjustment speeds have been used to define the common stochastic trends of a nonstationary system. The restrictions implicitly placed on the orthogonal complements of the cointegrating vectors and of the adjustment speeds are identified for a class of LR tests, including those developed in this paper. It is shown how these tests can be interpreted as tests for restrictions on the orthogonal complements of the cointegrating relationships and adjustment vectors, which allow one to combine and test for economically meaningful restrictions on cointegrating relationships and on common stochastic trends." @default.
- W1567387921 created "2016-06-24" @default.
- W1567387921 creator A5026685267 @default.
- W1567387921 date "2006-05-01" @default.
- W1567387921 modified "2023-09-25" @default.
- W1567387921 title "Likelihood Ratio Tests on Cointegrating Vectors, Disequilibrium Adjustment Vectors, and their Orthogonal Complements" @default.
- W1567387921 cites W1505913416 @default.
- W1567387921 cites W1572251260 @default.
- W1567387921 cites W1587141723 @default.
- W1567387921 cites W1599970749 @default.
- W1567387921 cites W1963912781 @default.
- W1567387921 cites W1979897566 @default.
- W1567387921 cites W1994110039 @default.
- W1567387921 cites W1997101713 @default.
- W1567387921 cites W2016087196 @default.
- W1567387921 cites W2019459021 @default.
- W1567387921 cites W2019975447 @default.
- W1567387921 cites W2025347948 @default.
- W1567387921 cites W2025816788 @default.
- W1567387921 cites W2027816389 @default.
- W1567387921 cites W2032269423 @default.
- W1567387921 cites W2034623207 @default.
- W1567387921 cites W2034707435 @default.
- W1567387921 cites W2046637750 @default.
- W1567387921 cites W2065630570 @default.
- W1567387921 cites W2072041292 @default.
- W1567387921 cites W2073684029 @default.
- W1567387921 cites W2074158860 @default.
- W1567387921 cites W2076999042 @default.
- W1567387921 cites W2078268972 @default.
- W1567387921 cites W2080840193 @default.
- W1567387921 cites W2096480312 @default.
- W1567387921 cites W2103311280 @default.
- W1567387921 cites W2108298905 @default.
- W1567387921 cites W2110603299 @default.
- W1567387921 cites W2153562738 @default.
- W1567387921 cites W2171591953 @default.
- W1567387921 cites W2172248403 @default.
- W1567387921 cites W2476249010 @default.
- W1567387921 cites W4205444576 @default.
- W1567387921 cites W4241753305 @default.
- W1567387921 doi "https://doi.org/10.17016/feds.2006.21" @default.
- W1567387921 hasPublicationYear "2006" @default.
- W1567387921 type Work @default.
- W1567387921 sameAs 1567387921 @default.
- W1567387921 citedByCount "0" @default.
- W1567387921 crossrefType "journal-article" @default.
- W1567387921 hasAuthorship W1567387921A5026685267 @default.
- W1567387921 hasBestOaLocation W15673879212 @default.
- W1567387921 hasConcept C105795698 @default.
- W1567387921 hasConcept C118487528 @default.
- W1567387921 hasConcept C145162277 @default.
- W1567387921 hasConcept C149782125 @default.
- W1567387921 hasConcept C154945302 @default.
- W1567387921 hasConcept C2777212361 @default.
- W1567387921 hasConcept C2778146401 @default.
- W1567387921 hasConcept C33923547 @default.
- W1567387921 hasConcept C41008148 @default.
- W1567387921 hasConcept C71924100 @default.
- W1567387921 hasConcept C87007009 @default.
- W1567387921 hasConcept C9483764 @default.
- W1567387921 hasConceptScore W1567387921C105795698 @default.
- W1567387921 hasConceptScore W1567387921C118487528 @default.
- W1567387921 hasConceptScore W1567387921C145162277 @default.
- W1567387921 hasConceptScore W1567387921C149782125 @default.
- W1567387921 hasConceptScore W1567387921C154945302 @default.
- W1567387921 hasConceptScore W1567387921C2777212361 @default.
- W1567387921 hasConceptScore W1567387921C2778146401 @default.
- W1567387921 hasConceptScore W1567387921C33923547 @default.
- W1567387921 hasConceptScore W1567387921C41008148 @default.
- W1567387921 hasConceptScore W1567387921C71924100 @default.
- W1567387921 hasConceptScore W1567387921C87007009 @default.
- W1567387921 hasConceptScore W1567387921C9483764 @default.
- W1567387921 hasIssue "21" @default.
- W1567387921 hasLocation W15673879211 @default.
- W1567387921 hasLocation W15673879212 @default.
- W1567387921 hasLocation W15673879213 @default.
- W1567387921 hasOpenAccess W1567387921 @default.
- W1567387921 hasPrimaryLocation W15673879211 @default.
- W1567387921 hasRelatedWork W1485761700 @default.
- W1567387921 hasRelatedWork W1567387921 @default.
- W1567387921 hasRelatedWork W1598609098 @default.
- W1567387921 hasRelatedWork W1679599906 @default.
- W1567387921 hasRelatedWork W1913684024 @default.
- W1567387921 hasRelatedWork W1995057293 @default.
- W1567387921 hasRelatedWork W3020900825 @default.
- W1567387921 hasRelatedWork W3125747752 @default.
- W1567387921 hasRelatedWork W4252928936 @default.
- W1567387921 hasRelatedWork W91286809 @default.
- W1567387921 hasVolume "2006" @default.
- W1567387921 isParatext "false" @default.
- W1567387921 isRetracted "false" @default.
- W1567387921 magId "1567387921" @default.
- W1567387921 workType "article" @default.