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Testing for no-cointegration under time-varying variance
Wang, Shaoping; Zhao, Qing; Li, Yanglin - In: Economics letters 182 (2019), pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
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The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break
Neto, David - In: Economics letters 125 (2014) 2, pp. 208-211
Persistent link: https://www.econbiz.de/10010505390
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Nonlinear error correction based cointegration test in panel data
Omay, Tolga; Emirmahmutoglu, Furkan; Denaux, Zulal S. - In: Economics letters 157 (2017), pp. 1-4
Persistent link: https://www.econbiz.de/10011847276
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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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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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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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A simple sieve bootstrap range test for poolability in dependent cointegrated panels
Di Iorio, Francesca; Fachin, Stefano - In: Economics letters 116 (2012) 2, pp. 154-156
Persistent link: https://www.econbiz.de/10009674514
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Reducing the size distortions of the panel LM Test for cointegration
Westerlund, Joakim - In: Economics letters 90 (2006) 3, pp. 384-389
Persistent link: https://www.econbiz.de/10003295286
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A note on tests of partial parameter stability in the cointegrated system
Hsu, Chih-chiang - In: Economics letters 99 (2008) 3, pp. 500-503
Persistent link: https://www.econbiz.de/10003726232
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A modified test against spurious long memory
Kruse, Robinson - In: Economics letters 135 (2015), pp. 34-38
Persistent link: https://www.econbiz.de/10011434828