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~person:"Masuda, Junya"
~subject:"Estimation theory"
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Estimation theory
Schätztheorie
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Cointegration
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Masuda, Junya
Cook, Steven
6
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3
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Applied economics letters
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Residual-based tests for cointegration with gradual switching
Masuda, Junya
- In:
Applied economics letters
17
(
2010
)
1/3
,
pp. 129-133
Persistent link: https://www.econbiz.de/10003946146
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2
Exact distribution and critical values of a unit root test when error terms are serially correlated
Masuda, Junya
;
Ohtani, Kazuhiro
- In:
Applied economics letters
15
(
2008
)
4/6
,
pp. 359-362
Persistent link: https://www.econbiz.de/10003727344
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3
Residual-based tests for cointegration in models with multi-breaks
Masuda, Junya
- In:
Applied economics letters
15
(
2008
)
13/15
,
pp. 1001-1006
Persistent link: https://www.econbiz.de/10003801116
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