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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Rational expectations"
~subject:"Theorie"
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1
Conditional testing for unit-root bilinearity in financial time series : some theoretical and empirical results
Charemza, Wojciech
;
Lifshits, Mikhail
;
Makarova, Svetlana
- In:
Journal of economic dynamics & control
29
(
2005
)
1/2
,
pp. 63-96
Persistent link: https://www.econbiz.de/10002590137
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2
A class of simple distribution-free rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2010
Persistent link: https://www.econbiz.de/10003992222
Saved in:
3
A class of simple distribution-free rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
-
2011
-
rev.
Persistent link: https://www.econbiz.de/10008807395
Saved in:
4
Do TFP and the relative price of investment share a common I(1) component?
Benati, Luca
- In:
Journal of economic dynamics & control
45
(
2014
),
pp. 239-261
Persistent link: https://www.econbiz.de/10010474428
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5
Nonparametric cointegration tests
Bierens, Herman J.
-
1994
Persistent link: https://www.econbiz.de/10000888251
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6
The Half-Half plot
Einmahl, John H. J.
;
Gantner, Maria
-
2009
Persistent link: https://www.econbiz.de/10003884420
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7
Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
- In:
Journal of economic dynamics & control
34
(
2010
)
9
,
pp. 1596-1609
Persistent link: https://www.econbiz.de/10009125848
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8
A new statistic and practical guidelines for nonparametric Granger causality testing
Diks, Cees G. H.
;
Panchenko, Valentyn
- In:
Journal of economic dynamics & control
30
(
2006
)
9/10
,
pp. 1647-1669
Persistent link: https://www.econbiz.de/10003370351
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9
Near unit root small open economies
Seoane, Hernán D.
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 37-46
Persistent link: https://www.econbiz.de/10011526840
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10
Rational bubbles : too many to be true?
Caravello, Tomas E.
;
Psaradakis, Zacharias G.
;
Sola, Martin
- In:
Journal of economic dynamics & control
151
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014478681
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