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Unit root and cointegration testing : guest editors' introduction
Lütkepohl, Helmut; Rodrigues, Paulo M. M. - In: Econometric theory 24 (2008) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10003893874
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Break date estimation for VAR processes with level shift with an application to cointegration testing
Saikkonen, Pentti; Lütkepohl, Helmut; Trenkler, Carsten - In: Econometric theory 22 (2006) 1, pp. 15-68
Persistent link: https://www.econbiz.de/10003272608
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - In: Econometric theory 21 (2005) 4, pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
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Real-time econometrics
Pesaran, M. Hashem; Timmermann, Allan - In: Econometric theory 21 (2005) 1, pp. 212-231
Persistent link: https://www.econbiz.de/10002674695
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Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 18 (2002) 2, pp. 313-348
Persistent link: https://www.econbiz.de/10001661298
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Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 16 (2000) 3, pp. 373-406
Persistent link: https://www.econbiz.de/10001507493
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Infinite-order cointegrated vector autoregressive processes
Saikkonen, Pentti - In: Econometric theory 12 (1996) 5, pp. 814-844
Persistent link: https://www.econbiz.de/10001214299
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Multivariate linear rational expectations models : characterization of the nature of the solutions and their fully recursive computation
Binder, Michael - In: Econometric theory 13 (1997) 6, pp. 877-888
Persistent link: https://www.econbiz.de/10001236160
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Testing for causation using infinite order vector autoregressive processes
Lütkepohl, Helmut - In: Econometric theory 12 (1996) 1, pp. 61-87
Persistent link: https://www.econbiz.de/10001201817
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Asymptotic distribution of the moving average coefficients of an estimated vector autoregressive process
Lütkepohl, Helmut - In: Econometric theory 4 (1988) 1, pp. 77-85
Persistent link: https://www.econbiz.de/10001049386