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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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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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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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Event studies correcting for nonnormality using the wild bootstrap
Gregoriou, Andros - In: Applied economics letters 21 (2014) 13/15, pp. 1054-1056
Persistent link: https://www.econbiz.de/10010418235
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Cointegration analysis and the choice of lag length
Emerson, Jamie - In: Applied economics letters 14 (2007) 10/12, pp. 881-885
Persistent link: https://www.econbiz.de/10003589482
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Long lags or seasonal mis-specification? : a note on co-integration testing and the consumption function
Albertson, Kevin; Aylen, Jonathan - In: Applied economics letters 16 (2009) 1/3, pp. 267-271
Persistent link: https://www.econbiz.de/10003823010
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Parameter estimation in spatial econometric models with non-random missing data
Seya, Hajime; Tomari, Masashi; Uno, Shohei - In: Applied economics letters 28 (2021) 6, pp. 440-446
Persistent link: https://www.econbiz.de/10012485047
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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