A POWERFUL, SIMPLE TEST FOR COINTEGRATION USING COCHRANE- ORCUTT.
Year of publication: |
1990
|
---|---|
Authors: | HANSEN, B.E. |
Institutions: | University of Rochester - Center for Economic Research (RCER) |
Subject: | tests | econometrics | economic models |
-
Testing(p,q) in the Armax(p,q)-Model.
Wegge, L.L., (1992)
-
Pitfalls and Opportunities: What Macroeconomics should know about unit roots.
Campbell, J.Y., (1991)
-
BVARTEC - Bayesian Vector Auto Regressions with Time Varying Error-Covariances.
Uhlig, H., (1992)
- More ...
-
The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP.
Hansen, B.E., (1991)
-
REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY.
HANSEN, B.E., (1990)
-
Regression with Non-Stationary Variances.
Hansen, B.E., (1992)
- More ...