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~person:"Belke, Ansgar"
~person:"Jansson, Michael"
~person:"Westerlund, Joakim"
~type_genre:"Aufsatz im Buch"
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Einheitswurzeltest
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Theorie
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Unit root test
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Cointegration
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Belke, Ansgar
Jansson, Michael
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Testing the null hypothesis of cointegration
2
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
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Identification and inference for econometric models : essays in honor of Thomas Rothenberg
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Tests of the null hypothesis of cointegration based on efficient tests for a unit MA root
Jansson, Michael
- In:
Identification and inference for econometric models : …
,
(pp. 357-374)
.
2005
Persistent link: https://www.econbiz.de/10003352578
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2
Multiple equilibria in German employment : a note on the simultaneous identification of structural breaks
Belke, Ansgar
;
Göcke, Matthias
- In:
Entscheidungsorientierte Volkswirtschaftslehre : …
,
(pp. 171-187)
.
2005
Persistent link: https://www.econbiz.de/10003345133
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3
Point optimal invariant tests of the null hypothesis of cointegration
Jansson, Michael
- In:
Testing the null hypothesis of cointegration
,
(pp. 45-107)
.
2000
Persistent link: https://www.econbiz.de/10001601883
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4
On tests of the null hypothesis of stationarity
Jansson, Michael
- In:
Testing the null hypothesis of cointegration
,
(pp. 111-141)
.
2000
Persistent link: https://www.econbiz.de/10001601886
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