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A note on weak exogeneity in VAR cointegrated models
Dolado, Juan J. - In: Economics letters 38 (1992) 2, pp. 139-143
Persistent link: https://www.econbiz.de/10001122961
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On the properties of the Dickey-Pantula test against fractional alternatives
Dolado, Juan J. - In: Economics letters 57 (1997) 1, pp. 11-16
Persistent link: https://www.econbiz.de/10001229602
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Rejections of orthogonality in rational expectations models : further Monte Carlo results for an extended set of regressors
Galbraith, John W. - In: Economics letters 3 (1987), pp. 243-247
Persistent link: https://www.econbiz.de/10001038836