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Tests for nonlinear cointegration
Choi, In; Saikkonen, Pentti - In: Econometric theory 26 (2010) 3, pp. 682-709
Persistent link: https://www.econbiz.de/10003992424
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Local power of likelihood ratio tests for the cointegrating rank of a VAR process
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 15 (1999) 1, pp. 50-78
Persistent link: https://www.econbiz.de/10001381809
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Tests for structural change in cointegrated systems
Seo, Byeongseon - In: Econometric theory 14 (1998) 2, pp. 222-259
Persistent link: https://www.econbiz.de/10001245307
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A flexible nonparametric test for conditional independence
Huang, Meng; Sun, Yixiao; White, Halbert - In: Econometric theory 32 (2016) 6, pp. 1434-1482
Persistent link: https://www.econbiz.de/10011661982
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Granger causality and structural causality in cross-section and panel data
Lu, Xun; Su, Liangjun; White, Halbert - In: Econometric theory 33 (2017) 2, pp. 263-291
Persistent link: https://www.econbiz.de/10011665311
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Causal analysis after Haavelmo
Heckman, James J.; Pinto, Rodrigo - In: Econometric theory 31 (2015) 1, pp. 115-151
Persistent link: https://www.econbiz.de/10010532107
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Combining estimates of conditional treatment effects
Rolling, Craig A.; Yang, Yuhong; Velez, Dagmar - In: Econometric theory 35 (2019) 6, pp. 1089-1110
Persistent link: https://www.econbiz.de/10012149278
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On using linear quantile regressions for causal inference
Kato, Ryutah; Sasaki, Yuya - In: Econometric theory 33 (2017) 3, pp. 664-690
Persistent link: https://www.econbiz.de/10011810181
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Panel cointegration : asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis
Pedroni, Peter Louis - In: Econometric theory 20 (2004) 3, pp. 597-625
Persistent link: https://www.econbiz.de/10002068285
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Cointegration and distance between information sets
Triacca, Umberto - In: Econometric theory 16 (2000) 1, pp. 102-111
Persistent link: https://www.econbiz.de/10001568492