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Problems related to over-identifying restrictions for structural vector error correction models
Lütkepohl, Helmut - In: Economics letters 99 (2008) 3, pp. 512-515
Persistent link: https://www.econbiz.de/10003726235
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The effect of data transformation on common cycle, cointegration and unit root tests : Monte Carlo results and a simple test
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 132 (2006) 1, pp. 195-229
Persistent link: https://www.econbiz.de/10003320260
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Bootstrap conditional distribution tests in the presence of dynamic misspecification
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 133 (2006) 2, pp. 779-806
Persistent link: https://www.econbiz.de/10003359634
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Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 136 (2007) 2, pp. 699-723
Persistent link: https://www.econbiz.de/10003412696
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Residual autocorrelation testing for vector error correction models
Brüggemann, Ralf; Lütkepohl, Helmut; Saikkonen, Pentti - In: Journal of econometrics 134 (2006) 2, pp. 579-604
Persistent link: https://www.econbiz.de/10003374345
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Prediction tests for structural stability
Lütkepohl, Helmut - In: Journal of econometrics 39 (1988) 3, pp. 267-296
Persistent link: https://www.econbiz.de/10003622419
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Predictive density construction and accuracy testing with multiple possibly misspecified diffusion models
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 161 (2011) 2, pp. 304-324
Persistent link: https://www.econbiz.de/10009242123
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Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut; Lütkepohl, Helmut - In: Journal of econometrics 183 (2014) 1, pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
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A test for the distributional comparison of simulated and historical data
Corradi, Valentina; Swanson, Norman R. - In: Economics letters 85 (2004) 2, pp. 185-193
Persistent link: https://www.econbiz.de/10002253539
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Bootstrap specification tests for diffusion processes
Corradi, Valentina; Swanson, Norman R. - In: Journal of econometrics 124 (2005) 1, pp. 117-148
Persistent link: https://www.econbiz.de/10002439423