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Time varying price discovery
Avino, Davide; Lazar, Emese; Varotto, Simone - In: Economics letters 126 (2015), pp. 18-21
Persistent link: https://www.econbiz.de/10011376376
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Weak exogeneity and long-run and contemporaneous identifying restrictions in VEC models
Fisher, Lance A.; Huh, Hyeon-seung - In: Economics letters 63 (1999) 2, pp. 159-165
Persistent link: https://www.econbiz.de/10001398884
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Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses
Odaki, Mitsuhiro - In: Economics letters 136 (2015), pp. 187-189
Persistent link: https://www.econbiz.de/10011436092
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Residual-based test for fractional cointegration
Wang, Bin; Wang, Man; Chan, Ngai Hang - In: Economics letters 126 (2015), pp. 43-46
Persistent link: https://www.econbiz.de/10011376390
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Diagnostic checking of Markov multiplicative error models
Guo, Bin; Li, Shuo - In: Economics letters 170 (2018), pp. 139-142
Persistent link: https://www.econbiz.de/10012019627
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Separate cointegration in a VAR system subject to structural breaks
Kurita, Takamitsu - In: Economics letters 179 (2019), pp. 19-23
Persistent link: https://www.econbiz.de/10012121674
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Estimation and test for quantile nonlinear cointegrating regression
Li, Haiqi; Zheng, Chaowen; Guo, Yu - In: Economics letters 148 (2016), pp. 27-32
Persistent link: https://www.econbiz.de/10011619779
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Mean lag in general error correction models
Fuleky, Peter; Ventura, Luigi - In: Economics letters 143 (2016), pp. 107-110
Persistent link: https://www.econbiz.de/10011616983
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Cointegration in singular ARMA models
Deistler, Manfred; Wagner, Martin - In: Economics letters 155 (2017), pp. 39-42
Persistent link: https://www.econbiz.de/10011821522
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Testing for cointegration in I(1) state space systems via a finite order approximation
Franchi, Massimo - In: Economics letters 165 (2018), pp. 73-76
Persistent link: https://www.econbiz.de/10011973843