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~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society"
~subject:"Unit root test"
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Search: subject_exact:"ECM (Error correction model)"
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Unit root test
Cointegration
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Gil-Alaña, Luis A.
7
Phillips, Peter C. B.
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Breitung, Jörg
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Caporale, Guglielmo Maria
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Ramírez, Miguel D.
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Anoruo, Emmanuel
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Braha, Habtu
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Chen, Xiaohong
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Magdalinos, Tassos
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Cowles Foundation discussion paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society
Economic modelling
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
Journal of econometrics
19
The empirical economics letters : a monthly international journal of economics
19
Applied economics letters
18
Applied economics
17
Economics letters
12
Discussion papers of interdisciplinary research project 373
9
IHS economics series : working paper
8
International journal of economics and finance
8
Working paper
8
CESifo working papers
7
Econometric theory
7
International journal of economics and financial issues : IJEFI
7
Reihe Ökonomie
7
Theoretical and applied economics : GAER review
7
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
6
Energy economics
6
Business and Economic Research : BER
5
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
5
International journal of finance & economics : IJFE
5
International review of economics & finance : IREF
5
Journal of macroeconomics
5
Modern economy
5
Oxford bulletin of economics and statistics
5
Yapı Kredı economic review : quarterly publ. of Yapı-Kredı Bank
5
Asian African journal of economics and econometrics
4
Atlantic economic journal : AEJ
4
International economics & finance journal : (IEFJ)
4
Japan and the world economy : international journal of theory and policy
4
Journal of Asian economics
4
Journal of economic studies
4
Journal of economics and finance
4
Journal of international financial markets, institutions & money
4
Journal of international money and finance
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Open economies review
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Panoeconomicus
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ECONIS (ZBW)
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1
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
2
Point optimal testing with roots that are functionally local to unity
Bykhovskaya, Anna
;
Phillips, Peter C. B.
-
2017
Persistent link: https://www.econbiz.de/10011748555
Saved in:
3
Econometric measurement of earth's transient climate sensitivity
Phillips, Peter C. B.
;
Leirvik, Thomas
;
Storelvmo, Trude
-
2017
Persistent link: https://www.econbiz.de/10011648930
Saved in:
4
Algebra of integrated time series : evidence from unit root analysis
Luitel, Hari S.
;
Mahar, Gerry J.
- In:
International advances in economic research : IAER ; an …
22
(
2016
)
2
,
pp. 199-209
Persistent link: https://www.econbiz.de/10011718384
Saved in:
5
Purchasing power parity : a time series analysis of the U.S. and Mexico, 1995-2007
Yee, Steven
;
Ramírez, Miguel D.
- In:
International advances in economic research : IAER ; an …
22
(
2016
)
4
,
pp. 409-419
Persistent link: https://www.econbiz.de/10011718492
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6
Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724269
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7
Do financial and institutional variables enhance the impact of remittances on economic growth in Latin America and the Caribbean? : a panel cointegration analysis
Ramírez, Miguel D.
- In:
International advances in economic research : IAER ; an …
19
(
2013
)
3
,
pp. 273-288
Persistent link: https://www.econbiz.de/10010188274
Saved in:
8
Purchasing power parity : evidence from developing countries
Anoruo, Emmanuel
;
Braha, Habtu
;
Ahmad, Yusuf
- In:
International advances in economic research : IAER ; an …
8
(
2002
)
2
,
pp. 85-96
Persistent link: https://www.econbiz.de/10001725746
Saved in:
9
Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg
;
Hassler, Uwe
-
2000
Persistent link: https://www.econbiz.de/10001509562
Saved in:
10
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
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