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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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Unit root and cointegration testing : conference program
In: Econometric theory 24 (2008) 1, pp. 7-14
Persistent link: https://www.econbiz.de/10003893876
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Unit root and cointegration testing
Lütkepohl, Helmut (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003894166
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Testing the null of no cointegration when covariates are known to have a unit root
Elliott, Graham; Pesavento, Elena - In: Econometric theory 25 (2009) 6, pp. 1829-1850
Persistent link: https://www.econbiz.de/10003904447
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Testing for cointegration in nonlinear smooth transition error correction models
Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Econometric theory 22 (2006) 2, pp. 279-303
Persistent link: https://www.econbiz.de/10003301237
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Detection of functional form misspecification in cointegrating relations
Kasparis, Ioannis - In: Econometric theory 24 (2008) 5, pp. 1373-1403
Persistent link: https://www.econbiz.de/10003748799
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Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric theory 25 (2009) 6, pp. 1682-1715
Persistent link: https://www.econbiz.de/10003904436
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Unit root test in a threshold autoregression : asymptotic theory and residual-based block bootstrap
Seo, Myung Hwan - In: Econometric theory 24 (2008) 6, pp. 1699-1716
Persistent link: https://www.econbiz.de/10003771892
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A generalization of the Burridge-Guerre nonparametric root test
García, Ana; Sansó, Andreu - In: Econometric theory 22 (2006) 4, pp. 756-761
Persistent link: https://www.econbiz.de/10003351884
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On the alternative long-run variance ratio test for a unit root
Cai, Ye; Shintani, Mototsugu - In: Econometric theory 22 (2006) 3, pp. 347-372
Persistent link: https://www.econbiz.de/10003307468