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~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"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"ECM (Error correction model)"
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Unit root test
Cointegration
32
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Theorie
24
Theory
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9
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Gil-Alaña, Luis A.
7
Breitung, Jörg
2
Caporale, Guglielmo Maria
2
Hassler, Uwe
1
Henry, S. G. B.
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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
Discussion papers of interdisciplinary research project 373
9
IHS economics series : working paper
8
Working paper
8
CESifo working papers
7
Reihe Ökonomie
6
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ECONIS (ZBW)
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1
Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg
;
Hassler, Uwe
-
2000
Persistent link: https://www.econbiz.de/10001509562
Saved in:
2
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
3
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509586
Saved in:
4
A fractionally integrated exponential model for UK unemployment
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509590
Saved in:
5
Testing stochastic cycles in macroeconomic time series
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509600
Saved in:
6
Modelling seasonality with fractionally integrated processes
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470256
Saved in:
7
Fractional cointegration and tests of present value models
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001470265
Saved in:
8
Fractional integration and the dynamics of UK unemployment
Gil-Alaña, Luis A.
;
Henry, S. G. B.
-
2000
Persistent link: https://www.econbiz.de/10001470376
Saved in:
9
Some nonparametric tests for unit roots and cointegration
Breitung, Jörg
-
1999
Persistent link: https://www.econbiz.de/10001390729
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