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A residual-based cointegration test for near unit root variables
Hjalmarsson, Erik; Österholm, Pär - 2007
Persistent link: https://www.econbiz.de/10003997612
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Testing for cointegration using the Johansen methodology when variables are near-integrated
Hjalmarsson, Erik; Österholm, Pär - 2007
Persistent link: https://www.econbiz.de/10003997748
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Estimation of average local-to-unity roots in heterogenous panels
Hjalmarsson, Erik - 2006
Persistent link: https://www.econbiz.de/10003297466
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Fully modified estimation with nearly integrated regressors
Hjalmarsson, Erik - 2006
Persistent link: https://www.econbiz.de/10003297467
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Efficient tests for autoregressive unit roots in panel data
Bowman, David - 1999
Persistent link: https://www.econbiz.de/10001422251
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A simple approach to robust inference in a cointegrating system
Wright, Jonathan H. - 1999
Persistent link: https://www.econbiz.de/10001443840
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Markov regime-switching and unit root tests
Nelson, Charles R.; Piger, Jeremy Max; Zivot, Eric - 2000
Persistent link: https://www.econbiz.de/10001522145
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A nonlinear econometric analysis of capital flight
Schineller, Lisa M. - 1997
Persistent link: https://www.econbiz.de/10000645693
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The role of oil price shocks in causing U.S. recessions /Lutz Kilian and Robert J. Vigfusson
Kilian, Lutz; Vigfusson, Robert J. - 2014
Persistent link: https://www.econbiz.de/10010404125
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Piecewise-linear approximations and filtering for DSGE models with occasionally binding constraints
Aruoba, S. Borağan; Cuba-Borda, Pablo; Higa-Flores, Kenji - 2020
Persistent link: https://www.econbiz.de/10012229000