Matches in SemOpenAlex for { <https://semopenalex.org/work/W3122458560> ?p ?o ?g. }
Showing items 1 to 67 of
67
with 100 items per page.
- W3122458560 abstract "We review the I(2) model in the perspective of its application to near-I(2) data, and report the results of some Monte Carlo simulations on the small sample performance of asymptotic tests on the long-run coefficients in both I(2) and near-I(2) systems. Our findings suggest that these tests suffer from some finite-sample issues, such as size bias. However, the behaviour of these statistics is not markedly different in the I(2) and near-I(2) case at ordinary sample sizes, so the usage of the I(2) model with near-I(2) data is perfectly defensible in finite samples." @default.
- W3122458560 created "2021-02-01" @default.
- W3122458560 creator A5015292317 @default.
- W3122458560 creator A5024293814 @default.
- W3122458560 creator A5087351432 @default.
- W3122458560 date "2013-11-01" @default.
- W3122458560 modified "2023-09-23" @default.
- W3122458560 title "Can you do the wrong thing and still be right? Hypothesis Testing in I(2) and near-I(2) cointegrated VARs" @default.
- W3122458560 hasPublicationYear "2013" @default.
- W3122458560 type Work @default.
- W3122458560 sameAs 3122458560 @default.
- W3122458560 citedByCount "0" @default.
- W3122458560 crossrefType "posted-content" @default.
- W3122458560 hasAuthorship W3122458560A5015292317 @default.
- W3122458560 hasAuthorship W3122458560A5024293814 @default.
- W3122458560 hasAuthorship W3122458560A5087351432 @default.
- W3122458560 hasConcept C105795698 @default.
- W3122458560 hasConcept C121332964 @default.
- W3122458560 hasConcept C121864883 @default.
- W3122458560 hasConcept C12713177 @default.
- W3122458560 hasConcept C129848803 @default.
- W3122458560 hasConcept C149782125 @default.
- W3122458560 hasConcept C19499675 @default.
- W3122458560 hasConcept C198531522 @default.
- W3122458560 hasConcept C2524010 @default.
- W3122458560 hasConcept C33923547 @default.
- W3122458560 hasConcept C87007009 @default.
- W3122458560 hasConcept C97355855 @default.
- W3122458560 hasConceptScore W3122458560C105795698 @default.
- W3122458560 hasConceptScore W3122458560C121332964 @default.
- W3122458560 hasConceptScore W3122458560C121864883 @default.
- W3122458560 hasConceptScore W3122458560C12713177 @default.
- W3122458560 hasConceptScore W3122458560C129848803 @default.
- W3122458560 hasConceptScore W3122458560C149782125 @default.
- W3122458560 hasConceptScore W3122458560C19499675 @default.
- W3122458560 hasConceptScore W3122458560C198531522 @default.
- W3122458560 hasConceptScore W3122458560C2524010 @default.
- W3122458560 hasConceptScore W3122458560C33923547 @default.
- W3122458560 hasConceptScore W3122458560C87007009 @default.
- W3122458560 hasConceptScore W3122458560C97355855 @default.
- W3122458560 hasLocation W31224585601 @default.
- W3122458560 hasOpenAccess W3122458560 @default.
- W3122458560 hasPrimaryLocation W31224585601 @default.
- W3122458560 hasRelatedWork W1502234312 @default.
- W3122458560 hasRelatedWork W1557775087 @default.
- W3122458560 hasRelatedWork W180931398 @default.
- W3122458560 hasRelatedWork W1981807301 @default.
- W3122458560 hasRelatedWork W1989581591 @default.
- W3122458560 hasRelatedWork W2043195447 @default.
- W3122458560 hasRelatedWork W2118643984 @default.
- W3122458560 hasRelatedWork W2121287175 @default.
- W3122458560 hasRelatedWork W2158787629 @default.
- W3122458560 hasRelatedWork W2224271890 @default.
- W3122458560 hasRelatedWork W2253230462 @default.
- W3122458560 hasRelatedWork W3121529616 @default.
- W3122458560 hasRelatedWork W3122919487 @default.
- W3122458560 hasRelatedWork W3123633353 @default.
- W3122458560 hasRelatedWork W3124875645 @default.
- W3122458560 hasRelatedWork W3141510464 @default.
- W3122458560 hasRelatedWork W3141587566 @default.
- W3122458560 hasRelatedWork W3148584757 @default.
- W3122458560 hasRelatedWork W2187580433 @default.
- W3122458560 hasRelatedWork W2272313520 @default.
- W3122458560 isParatext "false" @default.
- W3122458560 isRetracted "false" @default.
- W3122458560 magId "3122458560" @default.
- W3122458560 workType "article" @default.