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Cointegration and causal relat...
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1
Representation of cointegrated autoregressive processes with application to fractional processes
Johansen, Søren
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 121-145
Persistent link: https://www.econbiz.de/10003800708
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2
Estimation bias and bias correction in reduced rank autoregressions
Bohn Nielsen, Heino
- In:
Econometric reviews
38
(
2019
)
3
,
pp. 332-349
Persistent link: https://www.econbiz.de/10012181296
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3
Quasi-likelihood ratio tests for
cointegration
, cobreaking, and cotrending
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
- In:
Econometric reviews
38
(
2019
)
8
,
pp. 881-898
Persistent link: https://www.econbiz.de/10012181371
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4
Structural change tests for GEL criteria
Guay, Alain
;
Lamarche, Jean-François
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 1000-1032
Persistent link: https://www.econbiz.de/10012040528
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5
Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Tieslau, Margie A.
; …
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10014305439
Saved in:
6
Multivariate stochastic volatility models : Bayesian estimation and model comparison
Yu, Jun
;
Meyer, Renate
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 361-384
Persistent link: https://www.econbiz.de/10003355796
Saved in:
7
Variance (non) causality in multivariate GARCH
Caporin, Massimiliano
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003509003
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8
The relation of different concepts of causality used in time series and microeconometrics
Lechner, Michael
- In:
Econometric reviews
30
(
2011
)
1
,
pp. 109-127
Persistent link: https://www.econbiz.de/10008990457
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9
Treatment effects : a Bayesian perspective
Heckman, James J.
;
Lopes, Hedibert Freitas
;
Piatek, Rémi
- In:
Econometric reviews
33
(
2014
)
1/4
,
pp. 36-67
Persistent link: https://www.econbiz.de/10010358478
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10
Some theoretical and simulation results on the frequency domain causality test
Yamada, Hiroshi
;
Yanfeng, Wei
- In:
Econometric reviews
33
(
2014
)
8
,
pp. 936-947
Persistent link: https://www.econbiz.de/10010363871
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