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Nuisance parameter free inference on cointegration parameters in the presence of a variance shift
Boswijk, Herman Peter - In: Economics letters 107 (2010) 2, pp. 190-193
Persistent link: https://www.econbiz.de/10003991924
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Testing stationarity under a permanent variance shift
Cavaliere, Giuseppe - In: Economics letters 82 (2004) 3, pp. 403-408
Persistent link: https://www.econbiz.de/10001938525
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Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors
VanGarderen, Kees Jan; Boswijk, Herman Peter - In: Economics letters 122 (2014) 2, pp. 224-228
Persistent link: https://www.econbiz.de/10010395161
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Testing for periodic integration
Boswijk, Herman Peter - In: Economics letters 48 (1995) 3, pp. 241-248
Persistent link: https://www.econbiz.de/10001184868
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Nuisance parameter free inference on cointegration parameters in the presence of a variance shift
Boswijk, H. Peter - In: Economics letters 107 (2010) 2, pp. 190-194
Persistent link: https://www.econbiz.de/10008400759
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Nonstationary GARCH with tt-distributed innovations
Pedersen, Rasmus Søndergaard; Rahbek, Anders - In: Economics letters 138 (2016), pp. 19-21
Persistent link: https://www.econbiz.de/10011615340
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Testing stationarity under a permanent variance shift
Cavaliere, Giuseppe - In: Economics letters 82 (2004) 3, pp. 403-408
Persistent link: https://www.econbiz.de/10006758404
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Persistence change tests and shifting stable autoregressions
Leybourne, Stephen James; Taylor, Robert - In: Economics letters 91 (2006) 1, pp. 44-49
Persistent link: https://www.econbiz.de/10003314956
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On tests for changes in persistence
Leybourne, Stephen James; Taylor, Robert - In: Economics letters 84 (2004) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10002095878