On the properties of some tests for common stochastic trends
Year of publication: |
2002
|
---|---|
Authors: | Breitung, Jörg ; Trenkler, Carsten |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 18.2002, 6, p. 1336-1349
|
Subject: | Statistischer Test | Statistical test | Theorie | Theory |
-
Small sample properties of generalized method of moments based Wald tests
Burnside, Craig, (1994)
-
Small sample properties of Generalized Method of Moments based Wald tests
Burnside, Craig, (1994)
-
Regime switching as a test for exchange rate bubbles
Van Norden, Simon, (1993)
- More ...
-
ON THE PROPERTIES OF SOME TESTS FOR COMMON STOCHASTIC TRENDS
Breitung, Jörg, (2002)
-
Determining p-values for Systems Cointegration Tests With a Prior Adjustment for Deterministic Terms
Trenkler, Carsten, (2004)
-
Economic integration across borders : the Polish interwar economy 1921-1937
Trenkler, Carsten, (2004)
- More ...