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The size and power of bootstrap and Bartlett-corrected tests of hypotheses on the cointegrating vectors
Omtzigt, Pieter; Fachin, Stefano - In: Econometric reviews 25 (2006) 1, pp. 41-60
Persistent link: https://www.econbiz.de/10003309354
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Testing for null hypothesis of cointegration with a structural break
Arai, Yoichi; Kurozumi, Eiji - In: Econometric reviews 26 (2007) 6, pp. 705-739
Persistent link: https://www.econbiz.de/10003605823
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The performance of panel cointegration methods : results from a large scale simulation study
Wagner, Martin; Hlouskova, Jaroslava - In: Econometric reviews 29 (2010) 2, pp. 182-223
Persistent link: https://www.econbiz.de/10003960501
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New simple tests for panel cointegration
Westerlund, Joakim - In: Econometric reviews 24 (2005) 3, pp. 297-316
Persistent link: https://www.econbiz.de/10003105617
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Modified lag augmented vector autoregressions
Kurozumi, Eiji; Yamamoto, Taku - In: Econometric reviews 19 (2000) 2, pp. 207-231
Persistent link: https://www.econbiz.de/10001483709
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Long-run structural modelling
Pesaran, M. Hashem; Shin, Yongcheol - In: Econometric reviews 21 (2002) 1, pp. 49-87
Persistent link: https://www.econbiz.de/10001660015
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A review of systems cointegration tests
Hubrich, Kirsten; Lütkepohl, Helmut; Saikkonen, Pentti - In: Econometric reviews 20 (2001) 3, pp. 247-318
Persistent link: https://www.econbiz.de/10001606186
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Tests for the null hypothesis of cointegration : a Monte Carlo comparison
Gabriel, Vasco J. - In: Econometric reviews 22 (2003) 4, pp. 411-435
Persistent link: https://www.econbiz.de/10001843552
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On the distribution of likelihood ratio test statistics for cointegration rank
Nielsen, Bent - In: Econometric reviews 23 (2004) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001944637
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Testing normalization and overidentification of cointegrating vectors in vector autoregressive processes
Saikkonen, Pentti - In: Econometric reviews 18 (1999) 3, pp. 235-257
Persistent link: https://www.econbiz.de/10001404807