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A test of serial independence of deviations from cointegrating relations
Chigira, Hiroaki - In: Economics letters 92 (2006) 1, pp. 52-57
Persistent link: https://www.econbiz.de/10003336506
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Cointegration and the joint confirmation hypothesis
Gabriel, Vasco J. - In: Economics letters 78 (2003) 1, pp. 17-25
Persistent link: https://www.econbiz.de/10001728083
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Non-causality in VAR-ECM models with purely exogeneous long-run paths
Rault, Christophe - In: Economics letters 67 (2000) 2, pp. 121-129
Persistent link: https://www.econbiz.de/10001471313
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Testing for panel cointegration with a level break
Westerlund, Jaokim - In: Economics letters 91 (2006) 1, pp. 27-33
Persistent link: https://www.econbiz.de/10003314915
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Small sample corrections for linear restrictions on cointegrating vectors : a Monte Carlo comparison
Canepa, Alessandra - In: Economics letters 91 (2006) 3, pp. 330-336
Persistent link: https://www.econbiz.de/10003333617
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A simple method of testing for cointegration subject to multiple regime changes
Gabriel, Vasco J.; Psaradakis, Zacharias G.; Sola, Martin - In: Economics letters 76 (2002) 2, pp. 213-221
Persistent link: https://www.econbiz.de/10001690295
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Testing for cointegration: power versus frequency of observation - further Monte Carlo results
Otero, Jesús G.; Smith, Jeremy - In: Economics letters 67 (2000) 1, pp. 5-9
Persistent link: https://www.econbiz.de/10001463489
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Exact inference in diagnosing Value-at-Risk estimates : a Monte Carlo device
Herwartz, Helmut - In: Economics letters 103 (2009) 3, pp. 160-162
Persistent link: https://www.econbiz.de/10003854913
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A note on the performance of Bover-Arellano discrete choice dynamic estimators
Ostrovsky, Yuri - In: Economics letters 93 (2006) 2, pp. 272-277
Persistent link: https://www.econbiz.de/10003391942
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Testing for seasonal unit roots in heterogeneous panels in the presence of cross section dependence
Otero, Jesús G.; Smith, Jeremy; Giulietti, Monica - In: Economics letters 97 (2007) 2, pp. 179-184
Persistent link: https://www.econbiz.de/10003575447