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~isPartOf:"Empirical Economics"
~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~isPartOf:"Working paper"
~person:"Reed, W. Robert"
~subject:"Kointegration"
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On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert
;
Zhu, Min
-
2016
-
Revision
Persistent link: https://www.econbiz.de/10011592701
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A time series paradox : unit root tests perform poorly when data are cointegrated
Reed, W. Robert
;
Smith, Aaron D.
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2016
Persistent link: https://www.econbiz.de/10011592764
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3
Testing for unit roots with cointergated data
Reed, W. Robert
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2015
Persistent link: https://www.econbiz.de/10011296226
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4
Unit root tests, size distortions, and cointegrated data
Reed, W. Robert
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2014
Persistent link: https://www.econbiz.de/10011296518
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5
On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert
;
Zhu, Min
-
2015
Persistent link: https://www.econbiz.de/10011514454
Saved in:
6
Univariate unit root tests perform poorly when data are cointegrated
Reed, W. Robert
-
2016
-
Revised edition
Persistent link: https://www.econbiz.de/10011514491
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