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THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL
Nielsen, Heino Bohn; Rahbek, Anders; Bacchiocchi, E.; … - In: Econometric theory 23 (2007) 4, pp. 615-637
Persistent link: https://www.econbiz.de/10007732418
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TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
Breitung, Jörg; Das, Samarjit; Bai, J.; Ng, S.; Bai, J.; … - In: Econometric theory 24 (2008) 1, pp. 88-108
Persistent link: https://www.econbiz.de/10007896792
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UNIT ROOT AND COINTEGRATION TESTING: GUEST EDITORS' INTRODUCTION
Lütkepohl, Helmut; Rodrigues, Paulo M.M.; Balke, N.S.; … - In: Econometric theory 24 (2008) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10007896797
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TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS
Cavaliere, Giuseppe; Georgiev, Iliyan; Aitchison, J.; … - In: Econometric theory 23 (2007) 6, pp. 1162-1216
Persistent link: https://www.econbiz.de/10007869212
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Inference in Models with Nearly Integrated Regressors
Cavanagh, Christopher L.; Elliott, Graham; Stock, James H. - In: Econometric theory 11 (1995) 5, pp. 1131-1147
Persistent link: https://www.econbiz.de/10007009737
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Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
Elliott, Graham; Stock, James H. - In: Econometric theory 10 (1994) 3-4, pp. 672-700
Persistent link: https://www.econbiz.de/10007014655