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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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Present value relations, Granger noncausality, and VAR stability
Fanelli, Luca - In: Econometric theory 23 (2007) 6, pp. 1254-1260
Persistent link: https://www.econbiz.de/10003591895
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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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A consistent nonparametric test for causality in quantile
Jeong, Kiho; Härdle, Wolfgang K.; Song, Song - In: Econometric theory 28 (2012) 4, pp. 861-887
Persistent link: https://www.econbiz.de/10009669732
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Empirical likelihood test for causality of bivariate AR(1) processes
Li, Deyuan; Chan, Ngai Hang; Lian, Peng - In: Econometric theory 30 (2014) 2, pp. 357-371
Persistent link: https://www.econbiz.de/10010399760
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A nonparametric Hellinger metric test for conditional independence
Su, Liangjun; White, Halbert - In: Econometric theory 24 (2008) 4, pp. 829-864
Persistent link: https://www.econbiz.de/10003736836
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Robust optimal tests for causality in multivariate time series
Saidi, Abdessamad; Roy, Roch - In: Econometric theory 24 (2008) 4, pp. 948-987
Persistent link: https://www.econbiz.de/10003736842
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Automatic inference of the contemporaneous causal order of a system of equations
Hoover, Kevin D. - In: Econometric theory 21 (2005) 1, pp. 69-77
Persistent link: https://www.econbiz.de/10002674573
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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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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