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Bootstrap test for seasonal cointegrating ranks
Seong, Byeongchan - In: Applied economics letters 20 (2013) 1/3, pp. 147-151
Persistent link: https://www.econbiz.de/10009700212
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Bootstrapping and hypothesis testing in non-stationary panel data
Emerson, Jamie; Kao, Chihwa - In: Applied economics letters 12 (2005) 5, pp. 313-318
Persistent link: https://www.econbiz.de/10002753378
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Adapting a nonparametric pooling test for use in panel cointegration models
Mishra, Ashok K.; Moss, Charles B. - In: Applied economics letters 13 (2006) 6, pp. 355-357
Persistent link: https://www.econbiz.de/10003328404
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Revisiting purchasing power parity for G-7 countries using nonparametric rank test for cointegration
Chang, Tsangyao; Lee, Kuei-chiu; Lu, Yang-cheng; Pan, … - In: Applied economics letters 18 (2011) 16/18, pp. 1795-1800
Persistent link: https://www.econbiz.de/10009383281
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Residual-based block bootstrap for cointegration testing
Amador, Rosa Badillo; Belaire-Franch, Jorge; Reverte, … - In: Applied economics letters 17 (2010) 10/12, pp. 999-1003
Persistent link: https://www.econbiz.de/10008698432
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The relationship between RMB exchange rate and Chinese trade balance : evidence from a bootstrap rolling window approach
Masih, Junaid; Liu, Dongsheng; Pervaiz, Javed - In: International journal of economics and finance 10 (2018) 2, pp. 35-47
Persistent link: https://www.econbiz.de/10011814996
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Bootstrap ARDL on energy-growth relationship for 22 OECD countries
Khoon, Goh Soo; Joe Yee Yong; Cheng Chan Lau; Tang, … - In: Applied economics letters 24 (2017) 20, pp. 1464-1467
Persistent link: https://www.econbiz.de/10011853072
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A new robust sign test for cointegration
Oh, Yujin; So, Beong Soo - In: Applied economics letters 15 (2008) 10/12, pp. 971-974
Persistent link: https://www.econbiz.de/10003785993
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Bounds testing cointegration methods and PPP : evidence from 123 countries
Bahmani-Oskooee, Mohsen; Hegerty, Scott W. - In: Applied economics letters 17 (2010) 13/15, pp. 1335-1340
Persistent link: https://www.econbiz.de/10008938295
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Testing for multivariate cointegration in the presence of structural breaks : p-values and critical values
Giles, David E. A.; Godwin, Ryan T. - In: Applied economics letters 19 (2012) 16/18, pp. 1561-1565
Persistent link: https://www.econbiz.de/10009684132