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1
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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2
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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3
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
Saved in:
4
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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5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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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9
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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10
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
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