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1
Bootstrapping the autoregressive distributed lag test for
cointegration
McNown, Robert F.
;
Sam, Chung Yan
;
Khoon, Goh Soo
- In:
Applied economics
50
(
2018
)
13
,
pp. 1509-1521
Persistent link: https://www.econbiz.de/10011848808
Saved in:
2
Finite-sample distribution of the augmented Dickey–Fuller test with lag optimization
Tam, Pui Sun
- In:
Applied economics
45
(
2013
)
22/24
,
pp. 3495-3511
Persistent link: https://www.econbiz.de/10010345347
Saved in:
3
Can the LR test be helpful in choosing the optimal lag order in the VAR model when information criteria suggest different lag orders?
Hatemi-J, Abdulnasser
;
Hacker, R. Scott
- In:
Applied economics
41
(
2009
)
7/9
,
pp. 1121-1125
Persistent link: https://www.econbiz.de/10003842340
Saved in:
4
Alternative lag length selection criteria and the split-trend stationarity hypothesis
Weber, Christian E.
- In:
Applied economics
33
(
2001
)
2
,
pp. 237-247
Persistent link: https://www.econbiz.de/10001546024
Saved in:
5
Lag length selection in vector autoregressive models : symmetric and asymmetric lags
Ozcicek, Omer
;
McMillin, W. Douglas
- In:
Applied economics
31
(
1999
)
4
,
pp. 517-524
Persistent link: https://www.econbiz.de/10001418812
Saved in:
6
A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi
- In:
Applied economics
31
(
1999
)
3
,
pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
Saved in:
7
Exploring the interaction between stock price index and exchange rates : an asymmetric threshold approach
Koulakiotis, Athanasios
;
Kiohos, Apostolis
;
Babalos, …
- In:
Applied economics
47
(
2015
)
13/15
,
pp. 1273-1285
Persistent link: https://www.econbiz.de/10010512069
Saved in:
8
Testing weak exogeneity in cointegrated panels
Moral-Benito, Enrique
;
Servén, Luis
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3116-3228
Persistent link: https://www.econbiz.de/10011289328
Saved in:
9
Bubbles and the Weibull distribution : was there an explosive bubble in US stock prices before the global economic crisis?
Yuhn, Ky-hyang
;
Kim, Sang Bong
;
Nam, Chu-ha
- In:
Applied economics
47
(
2015
)
1/3
,
pp. 255-271
Persistent link: https://www.econbiz.de/10010463934
Saved in:
10
Pairs trading and selection methods : is
cointegration
superior?
Huck, Nicolas
;
Afawubo, Komiwi
- In:
Applied economics
47
(
2015
)
4/6
,
pp. 599-613
Persistent link: https://www.econbiz.de/10010464739
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