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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
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Estimating cointegrating vectors using near unit root variables
Smallwood, Aaron D.; Norrbin, Stefan C. - In: Applied economics letters 11 (2004) 12, pp. 781-784
Persistent link: https://www.econbiz.de/10002244549
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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio - In: Applied economics letters 11 (2004) 13, pp. 837-842
Persistent link: https://www.econbiz.de/10002354224
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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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A note on cointegrated relationships estimated with genetic algorithms
Matilla-Garcia, Mariano - In: Applied economics letters 12 (2005) 4, pp. 235-238
Persistent link: https://www.econbiz.de/10002699045