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~isPartOf:"EUI working paper / ECO"
~subject:"Cointegration"
~type_genre:"Arbeitspapier"
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Lütkepohl, Helmut
10
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ECONIS (ZBW)
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1
A small sample correction for tests of hypotheses on the cointegrating vectors
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389411
Saved in:
2
A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren
-
1999
Persistent link: https://www.econbiz.de/10001389415
Saved in:
3
A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749477
Saved in:
4
A re-interpretation of the linear-quadratic model when inventories and sales are polynomially cointegrated
Banerjee, Anindya
(
contributor
);
Mizen, Paul
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001753803
Saved in:
5
Practical problems with reduced rank ML estimators for cointegration parameters and a simple alternative
Brüggemann, Ralf
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113163
Saved in:
6
Break date estimation and cointegration testing in VAR processes with level shift
Saikkonen, Pentti
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002113171
Saved in:
7
The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren
-
2001
Persistent link: https://www.econbiz.de/10001582517
Saved in:
8
Controlling inflation in a cointegrated vector autoregressive model with an application to US data
Johansen, Søren
;
Jusélius, Katarina
-
2001
Persistent link: https://www.econbiz.de/10001582520
Saved in:
9
The markup and the business cycle reconsidered
Banerjee, Anindya
;
Russell, Bill
-
2000
Persistent link: https://www.econbiz.de/10001541048
Saved in:
10
Some cautions on the use of panel methods for integrated series of macro-economic data
Banerjee, Anindya
;
Marcellino, Massimiliano
;
Osbat, Chiara
-
2000
Persistent link: https://www.econbiz.de/10001541059
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