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The Power Function of the Test for Cointegrating Rank Under Local Alternatives

Søren Johansen

in Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198774501
eISBN:
9780191596476
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198774508.003.0014
Subject:
Economics and Finance, Econometrics

The local power of the trace test is given for local alternatives. The results use the formulation of local alternatives and near integrated processes as formulated by Phillips. The limit process is ... More


Measurement Problems in Econometrics

David F. Hendry

in Dynamic Econometrics

Published in print:
1995
Published Online:
November 2003
ISBN:
9780198283164
eISBN:
9780191596384
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198283164.003.0012
Subject:
Economics and Finance, Econometrics

Methods for estimating parameters in errors‐in‐variables models are investigated, and an estimator generating equation is derived, with weighted least squares and instrumental variables as solutions. ... More


Non-Linear Cointegration in Foreign Exchange

Bernt P. Stigum

in Econometrics in a Formal Science of Economics: Theory and the Measurement of Economic Relations

Published in print:
2014
Published Online:
September 2015
ISBN:
9780262028585
eISBN:
9780262323109
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262028585.003.0008
Subject:
Economics and Finance, Econometrics

Chapter VIII presents a novel mathematical theory of non-linear cointegration among second-order random processes. It begins by explaining why the accepted characterization of integrated second-order ... More


Jus Post Bellum and the Politics of Exit

Dominik Zaum

in Jus Post Bellum: Mapping the Normative Foundations

Published in print:
2014
Published Online:
April 2014
ISBN:
9780199685899
eISBN:
9780191765841
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199685899.003.0019
Subject:
Law, Public International Law, Human Rights and Immigration

The chapter examines whether key exit mechanisms and instruments, transition policies, and the negotiations between external and local actors over the transition of political authority are shaped by ... More


Unit Root Processes

M. Hashem Pesaran

in Time Series and Panel Data Econometrics

Published in print:
2015
Published Online:
March 2016
ISBN:
9780198736912
eISBN:
9780191800504
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198736912.003.0015
Subject:
Economics and Finance, Econometrics

This chapter compares the properties of unit root processes with stationary processes, and considers alternative ways of testing for unit roots. The discussions cover difference stationary processes; ... More


The Securities Act Registration Framework

Marc I. Steinberg

in Rethinking Securities Law

Published in print:
2021
Published Online:
September 2021
ISBN:
9780197583142
eISBN:
9780197583173
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780197583142.003.0004
Subject:
Law, Company and Commercial Law

This chapter addresses the Securities Act registration framework. In its determination to maintain a transaction-based Securities Act registration framework while making necessary adjustments, the ... More


Article 222 TFEU

Friedrich Erlbacher

in The EU Treaties and the Charter of Fundamental Rights: A Commentary

Published in print:
2019
Published Online:
March 2021
ISBN:
9780198794561
eISBN:
9780191927874
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198759393.003.354
Subject:
Law, EU Law

Article 222 TFEU as a general solidarity clause was introduced by the ToL. Relevant provisions were contained in Articles I-43 and III-329 of the ConstT (not entered into force). Article 222 TFEU ... More


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