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~person:"Eitrheim, Øyvind"
~subject:"Estimation theory"
~type:"article"
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Eitrheim, Øyvind
Andrews, Donald W. K.
31
Phillips, Peter C. B.
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Newey, Whitney K.
28
Gouriéroux, Christian
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Li, Qi
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Four essays on the multivariate modelling of nonstationary economic time series
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ECONIS (ZBW)
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The robustness of cointegration tests in misspecified models : some Monte Carlo evidence
Eitrheim, Øyvind
- In:
Four essays on the multivariate modelling of …
,
(pp. 101-161)
.
1996
Persistent link: https://www.econbiz.de/10001321603
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Inference in small cointegrated systems
Eitrheim, Øyvind
- In:
Four essays on the multivariate modelling of …
,
(pp. 29-99)
.
1996
Persistent link: https://www.econbiz.de/10001321605
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