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The Falstaff estimator
Koenker, Roger
;
Machado, Jose A. F.
- In:
Economics Letters
61
(
1998
)
1
,
pp. 23-28
Persistent link: https://www.econbiz.de/10005275320
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A residual based test for the null hypothesis of cointegration
Xiao, Zhijie
- In:
Economics Letters
64
(
1999
)
2
,
pp. 133-141
Persistent link: https://www.econbiz.de/10005270164
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3
Note on bandwidth selection in testing for long range dependence
Xiao, Zhijie
- In:
Economics Letters
78
(
2003
)
1
,
pp. 33-39
Persistent link: https://www.econbiz.de/10005270430
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