Confidence sets for cointegrating coefficients based on stationarity tests
Year of publication: |
2000
|
---|---|
Authors: | Wright, Jonathan H. |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 18.2000, 2, p. 211-222
|
Subject: | Kointegration | Cointegration | Statistischer Test | Statistical test | Theorie | Theory |
Extent: | Graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of business & economic statistics |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Pesaran, M. Hashem, (1994)
-
The effect of linear time trends on residual-based tests for the null of cointegration
Hassler, Uwe, (1998)
-
Is double trouble? : how to combine cointegration tests
Bayer, Christian, (2008)
- More ...
-
Forecasting Interest Rates with Shifting Endpoints
van Dijk, Dick, (2012)
-
Identifying the effects of monetary policy shocks on exchange rates using high frequency data
Faust, Jon, (2002)
-
Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises
Gürkaynak, Refet S., (2018)
- More ...