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Stability of regime switching error correction models under linear cointegration
Saikkonen, Pentti - In: Econometric theory 24 (2008) 1, pp. 294-318
Persistent link: https://www.econbiz.de/10003894159
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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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Fully modified estimation of seasonally cointegrated processes
Grégoir, Stéphane - In: Econometric theory 26 (2010) 5, pp. 1491-1528
Persistent link: https://www.econbiz.de/10008662659
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Estimation of nonlinear error correction models
Seo, Myung Hwan - In: Econometric theory 27 (2011) 2, pp. 201-234
Persistent link: https://www.econbiz.de/10009310816
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Estimation of cointregrating vectors with time series measured at different periodicity
Pons Rotger, Gabriel; Sansó, Andreu - In: Econometric theory 21 (2005) 4, pp. 735-756
Persistent link: https://www.econbiz.de/10003004715
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Estimation of the long-run average relationship in nonstationary panel time series
Sun, Yixiao - In: Econometric theory 20 (2004) 6, pp. 1227-1260
Persistent link: https://www.econbiz.de/10002424947
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Cointegration in functional autoregressive processes
Franchi, Massimo; Paruolo, Paolo - In: Econometric theory 36 (2020) 5, pp. 803-839
Persistent link: https://www.econbiz.de/10012307240
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Exact local whittle estimation in long memory time series with multiple poles
Arteche, Josu - In: Econometric theory 36 (2020) 6, pp. 1064-1098
Persistent link: https://www.econbiz.de/10012404090
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Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki - In: Econometric theory 39 (2023) 4, pp. 737-788
Persistent link: https://www.econbiz.de/10014342259