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What do we know about real exchange rate non-linearities?
Kruse, Robinson (contributor) - 2009
Persistent link: https://www.econbiz.de/10003892560
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On European monetary integration and the persistence of real effective exchange rates
Kruse, Robinson - 2010
Persistent link: https://www.econbiz.de/10003978309
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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - 2010
Persistent link: https://www.econbiz.de/10008651639
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Nearly efficient likelihood ration tests of the unit root hypothesis
Jansson, Michael; Nielsen, Morten Ørregaard - 2009
Persistent link: https://www.econbiz.de/10003874172
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Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders; Bohn Nielsen, Heino - 2012
Persistent link: https://www.econbiz.de/10009546007
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Unit roots, nonlinearities and structural breaks
Haldrup, Niels; Kruse, Robinson; Teräsvirta, Timo; … - 2012
Persistent link: https://www.econbiz.de/10009524063
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The power of unit root tests against nonlinear local alternatives
Demetrescu, Matei; Kruse, Robinson - 2012
Persistent link: https://www.econbiz.de/10009408480
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Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles
Franchi, Massimo; Johansen, Søren - 2017
Persistent link: https://www.econbiz.de/10011648634
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Bootstrap sequential determination of the co-integrated rank in VAR models
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert - 2010
Persistent link: https://www.econbiz.de/10003932092
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Bootstrapping censity-weighted average derivatives
Cattaneo, Matias D.; Crump, Richard K.; Jansson, Michael - 2010
Persistent link: https://www.econbiz.de/10003968433