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Endogeneity in nonlinear regressions with integrated time series
Chang, Yoosoon; Park, Joon Y. - In: Econometric reviews 30 (2011) 1, pp. 51-87
Persistent link: https://www.econbiz.de/10008990459
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On the asymptotics of ADF tests for unit roots
Chang, Yoosoon; Park, Joon Y. - In: Econometric reviews 21 (2002) 4, pp. 431-447
Persistent link: https://www.econbiz.de/10001718224
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Bootstrapping unit root tests with covariates
Chang, Yoosoon; Sickles, Robin C.; Song, Wonho - In: Econometric reviews 36 (2017) 1/3, pp. 136-155
Persistent link: https://www.econbiz.de/10011795024
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Conditionally efficient estimation of long-run relationships using mixed-frequency time series
Miller, J. Isaac - In: Econometric reviews 35 (2016) 5/7, pp. 1142-1171
Persistent link: https://www.econbiz.de/10011591156
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Time-varying cointegration and the Kalman filter
Eroğlu, Burak Alparslan; Miller, J. Isaac; Yigit, Taner M. - In: Econometric reviews 41 (2022) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10013167573
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ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
Chang, Yoosoon; Park, Joon - In: Econometric reviews 21 (2002) 4, pp. 431-448
Persistent link: https://www.econbiz.de/10006892687
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Endogeneity in Nonlinear Regressions with Integrated Time Series
Chang, Yoosoon; Park, Joon - In: Econometric reviews 30 (2011) 1, pp. 51-88
Persistent link: https://www.econbiz.de/10008770208
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Endogeneity in Nonlinear Regressions with Integrated Time Series
Chang, Yoosoon; Park, Joon Y. - In: Econometric reviews 30 (2010) 1, pp. 51-88
Persistent link: https://www.econbiz.de/10009179160