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subject:"Zeitreihenanalyse"
subject:"Ökonometrie"
~isPartOf:"Journal of applied econometrics"
~person:"Haug, Alfred Albert"
~subject:"Statistical test"
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Zeitreihenanalyse
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Statistical test
Cointegration
2
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Haug, Alfred Albert
Pesaran, M. Hashem
6
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4
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3
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Journal of applied econometrics
Discussion paper / Department of Economics, University of Canterbury
2
Applied economics
1
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1
Economics letters
1
Journal of macroeconomics
1
Oxford bulletin of economics and statistics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Mixed signals among tests for cointegration
Gregory, Allan W.
;
Haug, Alfred Albert
;
Lomuto, Nicoletta
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 89-98
Persistent link: https://www.econbiz.de/10001924682
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2
Numerical distribution functions of likelihood ratio tests for cointegration
MacKinnon, James G.
;
Haug, Alfred Albert
;
Michelis, Leo
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 563-577
Persistent link: https://www.econbiz.de/10001421501
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