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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
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Multivariate filter estimation and ARDL model analysis of China's potential output
Dong, Qi; Liu, Xiangbo - In: Applied economics letters 25 (2018) 18, pp. 1327-1332
Persistent link: https://www.econbiz.de/10012135401
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On the multivariate EGARCH model
Jane, Ten-Der; Ding, Cherng G. - In: Applied economics letters 16 (2009) 16/18, pp. 1757-1761
Persistent link: https://www.econbiz.de/10003932399
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A test for multivariate ARCH effects
Hacker, R. Scott; Hatemi-J, Abdulnasser - In: Applied economics letters 12 (2005) 7, pp. 411-417
Persistent link: https://www.econbiz.de/10002937921
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The power of single equation tests for cointegration
Cook, Steven - In: Applied economics letters 13 (2006) 5, pp. 265-267
Persistent link: https://www.econbiz.de/10003320420
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Response surfaces for an F-test for cointegration
Turner, Paul - In: Applied economics letters 13 (2006) 8, pp. 479-482
Persistent link: https://www.econbiz.de/10003348008
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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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Modelling money demand : further evidence from an international comparison
Jawadi, Fredj; Sousa, Ricardo M. - In: Applied economics letters 20 (2013) 10/12, pp. 1052-1055
Persistent link: https://www.econbiz.de/10010195935
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Dealing with an error correction model when trade balances are trend-stationary
Cantavella-Jordá, Manuel - In: Applied economics letters 21 (2014) 13/15, pp. 882-886
Persistent link: https://www.econbiz.de/10010418326
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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