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subject:"USA"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Kointegration"
~subject:"Panel study"
~type:"article"
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Kointegration
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Demetrescu, Matei
2
Westerlund, Joakim
2
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1
Carrion i Silvestre, Josep Lluís
1
Cho, Sinsup
1
Edgerton, David L.
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Gil-Alaña, Luis A.
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Oxford bulletin of economics and statistics
Journal of econometrics
49
Econometric reviews
31
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30
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22
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20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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International economic review
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of finance : the journal of the American Finance Association
5
The review of economics and statistics
5
Journal of forecasting
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Asian African journal of economics and econometrics
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1
Confidence sets for the break date in cointegrating regressions
Kurozumi, Eiji
;
Skrobotov, Anton
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 514-535
Persistent link: https://www.econbiz.de/10011969523
Saved in:
2
Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei
;
Hanck, Christoph
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
Saved in:
3
Diagnostic tests of cross-section independence for limited dependent variable panel data models
Hsiao, Cheng
;
Pesaran, M. Hashem
;
Pick, Andreas
- In:
Oxford bulletin of economics and statistics
74
(
2012
)
2
,
pp. 253-277
Persistent link: https://www.econbiz.de/10009526736
Saved in:
4
A simple test for cointegration in dependent panels with structural breaks
Westerlund, Joakim
;
Edgerton, David L.
- In:
Oxford bulletin of economics and statistics
70
(
2008
)
5
,
pp. 665-704
Persistent link: https://www.econbiz.de/10003759121
Saved in:
5
Testing the null of cointegration with structural breaks
Carrion i Silvestre, Josep Lluís
;
Sansó, Andreu
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
5
,
pp. 623-646
Persistent link: https://www.econbiz.de/10003379224
Saved in:
6
Combining significance of correlated statistics with application to panel data
Demetrescu, Matei
;
Hassler, Uwe
;
Tarcolea, Adina-Ioanna
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
5
,
pp. 647-663
Persistent link: https://www.econbiz.de/10003379235
Saved in:
7
The likelihood ratio test for the rank of a cointegration submatrix
Paruolo, Paolo
- In:
Oxford bulletin of economics and statistics
68
(
2006
),
pp. 921-948
Persistent link: https://www.econbiz.de/10003393563
Saved in:
8
Maximum eigenvalue test for seasonal cointegrating ranks
Seong, Byeongchan
;
Cho, Sinsup
;
Ahn, Sung K.
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
4
,
pp. 497-514
Persistent link: https://www.econbiz.de/10003357466
Saved in:
9
Fluctuation tests for a change in persistence
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10002693278
Saved in:
10
A panel CUSUM test of the null of cointegration
Westerlund, Joakim
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 231-262
Persistent link: https://www.econbiz.de/10002693296
Saved in:
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