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person:"Giles, David E. A."
~isPartOf:"Cross-sectional methods and applications"
~isPartOf:"Discussion paper"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of quantitative economics : official journal of the Indian Econometric Society"
~person:"Bera, Anil K."
~person:"Johansen, Søren"
~person:"Li, Qi"
~person:"Seo, Myung Hwan"
~subject:"Kointegration"
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Giles, David E. A.
Bera, Anil K.
Johansen, Søren
Li, Qi
Seo, Myung Hwan
Phillips, Peter C. B.
6
Lütkepohl, Helmut
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Cross-sectional methods and applications
Discussion paper
Econometric theory
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of quantitative economics : official journal of the Indian Econometric Society
Discussion papers / Department of Economics, University of Copenhagen
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Estimation of nonlinear error correction models
Seo, Myung Hwan
- In:
Econometric theory
27
(
2011
)
2
,
pp. 201-234
Persistent link: https://www.econbiz.de/10009310816
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2
A note on testing restrictions for the cointegration parameters of a VAR with I (2) variables
Johansen, Søren
;
Lütkepohl, Helmut
- In:
Econometric theory
21
(
2005
)
3
,
pp. 653-658
Persistent link: https://www.econbiz.de/10002794790
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