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~isPartOf:"Econometric theory"
~subject:"Cointegration"
~subject:"Correlation"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"CD-ROM, DVD"
~type_genre:"Fallstudie"
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Cointegration
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Statistical test
117
Statistischer Test
117
Theorie
60
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60
Estimation theory
44
Schätztheorie
44
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30
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Choi, In
1
Dehling, Herold
1
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1
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1
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1
Kristensen, Dennis
1
Krämer, Walter
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Preinerstorfer, David
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Rahbek, Anders
1
Saikkonen, Pentti
1
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1
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Econometric theory
Journal of econometrics
36
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23
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16
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Econometrics : open access journal
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Reihe Ökonomie
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
4
Asian African journal of economics and econometrics
3
CREATES research paper
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Economic inquiry : journal of the Western Economic Association International
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1
A portmanteau test for correlation in short panels
Jochmans, Koen
- In:
Econometric theory
36
(
2020
)
6
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10012404094
Saved in:
2
On the power of invariant tests for hypotheses on a covariance matrix
Preinerstorfer, David
;
Pötscher, Benedikt M.
- In:
Econometric theory
33
(
2017
)
1
,
pp. 1-68
Persistent link: https://www.econbiz.de/10011665247
Saved in:
3
Cointegrating polynomial regressions : fully modified OLS estimation and inference
Wagner, Martin
;
Hong, Seung Hyun
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1289-1315
Persistent link: https://www.econbiz.de/10011661753
Saved in:
4
Testing and inference in nonlinear cointegrating vector erro correction models
Kristensen, Dennis
;
Rahbek, Anders
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1238-1288
Persistent link: https://www.econbiz.de/10010343726
Saved in:
5
Testing for a change in correlation at an unknown point in time using an extended functional delta method
Wied, Dominik
;
Krämer, Walter
;
Dehling, Herold
- In:
Econometric theory
28
(
2012
)
3
,
pp. 570-589
Persistent link: https://www.econbiz.de/10009545827
Saved in:
6
A sieve bootstrap test for cointegration in a conditional error correction model
Palm, Franz C.
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Econometric theory
26
(
2010
)
3
,
pp. 647-681
Persistent link: https://www.econbiz.de/10003992422
Saved in:
7
Tests for nonlinear cointegration
Choi, In
;
Saikkonen, Pentti
- In:
Econometric theory
26
(
2010
)
3
,
pp. 682-709
Persistent link: https://www.econbiz.de/10003992424
Saved in:
8
A portmanteau test for serially correlated errors in fixed effects models
Inoue, Atsushi
;
Solon, Gary
- In:
Econometric theory
22
(
2006
)
5
,
pp. 835-851
Persistent link: https://www.econbiz.de/10003379100
Saved in:
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