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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"mul"
~language:"spa"
~language:"vie"
~person:"Davidson, James E. H."
~person:"Saikkonen, Pentti"
~subject:"Cointegration"
~type_genre:"Article in journal"
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Davidson, James E. H.
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ECONIS (ZBW)
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1
Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
Davidson, James E. H.
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 741-777
Persistent link: https://www.econbiz.de/10003359632
Saved in:
2
Residual autocorrelation testing for vector error correction models
Brüggemann, Ralf
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 579-604
Persistent link: https://www.econbiz.de/10003374345
Saved in:
3
Stability results for nonlinear error correction models
Saikkonen, Pentti
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10002756922
Saved in:
4
Comparison of tests for the cointegrating rank of a VAR process with a structural shift
Lütkepohl, Helmut
;
Saikkonen, Pentti
;
Trenkler, Carsten
- In:
Journal of econometrics
113
(
2003
)
2
,
pp. 201-229
Persistent link: https://www.econbiz.de/10001738893
Saved in:
5
A model of fractional cointegration, and tests for cointegration using the bootstrap
Davidson, James E. H.
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 187-212
Persistent link: https://www.econbiz.de/10001703507
Saved in:
6
Testing for the cointegrating rank of a VAR process with a time trend
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 177-198
Persistent link: https://www.econbiz.de/10001432560
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