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~person:"Andreou, Elena"
~person:"Cho, Jin Seo"
~person:"Xiao, Zhijie"
~subject:"Kointegration"
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Andreou, Elena
Cho, Jin Seo
Xiao, Zhijie
Phillips, Peter C. B.
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A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001618852
Saved in:
2
A CUSUM test for cointegration using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Journal of econometrics
108
(
2002
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10001656536
Saved in:
3
Efficient detrending in cointegrating regression
Xiao, Zhijie
;
Phillips, Peter C. B.
- In:
Econometric theory
15
(
1999
)
4
,
pp. 519-548
Persistent link: https://www.econbiz.de/10001492212
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