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1
Testing for the
cointegration
rank of a VAR process with level shift and trend break
Trenkler, Carsten
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contributor
); …
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2006
Persistent link: https://www.econbiz.de/10003397947
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A new set of critical values for systems
cointegration
tests with a prior adjustment for deterministic terms
Trenkler, Carsten
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749477
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3
Does the purchasing power parity hold within the US?
Pedersen, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725630
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4
The fully modified OLS estimator as a system estimator : a Monte-Carlo analysis
Kostial, Kristina
-
1995
Persistent link: https://www.econbiz.de/10013420233
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5
Practical problems with reduced rank ML estimators for
cointegration
parameters and a simple alternative
Brüggemann, Ralf
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contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
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6
Testing the joint hypothesis of rationality and neutrality under seasonal
cointegration
: the case of Korea
Ermini, Luigi
-
1994
Persistent link: https://www.econbiz.de/10013420254
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7
How to attain minimax risk with applications to distribution-free nonparametric estimation and testing
Schlag, Karl H.
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003455986
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8
How important is the shock-absorbing role of the realexchange rate?
Masten, Igor
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contributor
)
-
2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725563
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International risk-sharing and the transmission of productivity shocks
Corsetti, Giancarlo
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contributor
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Dedola, Luca
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001827117
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10
On the use of panel unit root tests on cross-sectionally dependent data : an application to PPP
Bornhorst, Fabian
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contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001827136
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