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Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume; Mavroeidis, Sophocles; Zhang, Zhaoguo - In: Econometric theory 36 (2020) 1, pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
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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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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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Nonlinear cointegrating regression under weak identification
Shi, Xiaoxia; Phillips, Peter C. B. - In: Econometric theory 28 (2012) 3, pp. 509-547
Persistent link: https://www.econbiz.de/10009545835
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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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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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A note on testing restrictions for the cointegration parameters of a VAR with I (2) variables
Johansen, Søren; Lütkepohl, Helmut - In: Econometric theory 21 (2005) 3, pp. 653-658
Persistent link: https://www.econbiz.de/10002794790