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Fixed-b asymptotics in single-equation cointegration models with endogenous regressors
Bunzel, Helle - In: Econometric theory 22 (2006) 4, pp. 743-755
Persistent link: https://www.econbiz.de/10003351882
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A residual-based test for stochastic cointegration
McCabe, Brendan Peter Martin; Leybourne, Stephen James; … - In: Econometric theory 22 (2006) 3, pp. 429-456
Persistent link: https://www.econbiz.de/10003307479
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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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Cointegration for periodically integrated processes
Barrio Castro, Tomás del; Osborn, Denise R. - In: Econometric theory 24 (2008) 1, pp. 109-142
Persistent link: https://www.econbiz.de/10003894119
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Distribution-free tests of fractional cointegration
Hualde, Javier; Velasco, Carlos - In: Econometric theory 24 (2008) 1, pp. 216-255
Persistent link: https://www.econbiz.de/10003894150
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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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Common stochastic trends and aggregation in heterogeneous panels
Lazarová, Stěpána; Trapani, Lorenzo; Urga, Giovanni - In: Econometric theory 23 (2007) 1, pp. 89-105
Persistent link: https://www.econbiz.de/10003407424