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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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Nonlinear effects of government debt on private consumption : evidence from OECD countries
Cho, Dooyeon; Rhee, Dong-eun - In: Economics letters 121 (2013) 3, pp. 504-507
Persistent link: https://www.econbiz.de/10010393041
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Stability and non-linear dynamics in the broad demand for money in Spain
Ordóñez, Javier - In: Economics letters 78 (2003) 1, pp. 139-146
Persistent link: https://www.econbiz.de/10001728125
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The stability of long-run money demand in the United States : a new approach
Yiming, Wang - In: Economics letters 111 (2011) 1, pp. 60-63
Persistent link: https://www.econbiz.de/10009241347
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Testing the null of cointegration in the presence of a structural break
Bartley, William Alan; Lee, Junsoo; Strazicich, Mark - In: Economics letters 73 (2001) 3, pp. 315-323
Persistent link: https://www.econbiz.de/10001635088
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Fully modified estimation with cross-equation restrictions
Balcombe, Kelvin G.; Tiffin, Richard - In: Economics letters 74 (2002) 2, pp. 257-263
Persistent link: https://www.econbiz.de/10001638119
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Forward versus reverse regression and cointegration
Christou, Christina; Pittis, Nikitas - In: Economics letters 65 (1999) 2, pp. 157-163
Persistent link: https://www.econbiz.de/10001416521
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Logarithmic spurious regressions
Jong, Robert M. de - In: Economics letters 81 (2003) 1, pp. 13-21
Persistent link: https://www.econbiz.de/10001796375
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How useful is yet another data-driven bandwidth in long-run variance estimation? : a simulation study on cointegrating regressions
Hirukawa, Masayuki - In: Economics letters 111 (2011) 2, pp. 170-172
Persistent link: https://www.econbiz.de/10009242383
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Fully modified least squares estimation and inference for systems of cointegrating polynomial regressions
Wagner, Martin - In: Economics letters 228 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014455149