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Adaptive testing for cointegration with nonstationary volatility
Boswijk, Herman Peter; Zu, Yang - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 744-755
Persistent link: https://www.econbiz.de/10013534484
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Testing for multiple structural changes iin cointegrated regression models
Kejriwal, Mohitosh; Perron, Pierre - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 4, pp. 503-522
Persistent link: https://www.econbiz.de/10008736147
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The relationship between RMB exchange rate and Chinese trade balance : evidence from a bootstrap rolling window approach
Masih, Junaid; Liu, Dongsheng; Pervaiz, Javed - In: International journal of economics and finance 10 (2018) 2, pp. 35-47
Persistent link: https://www.econbiz.de/10011814996
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Bootstrap testing linear restrictions on cointegrating vectors
Gredenhoff, Mikael P.; Jacobson, Tor - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 63-72
Persistent link: https://www.econbiz.de/10001543449
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Rank tests for nonlinear cointegration
Breitung, Jörg - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 331-340
Persistent link: https://www.econbiz.de/10001603256
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Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti; Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 4, pp. 451-464
Persistent link: https://www.econbiz.de/10001521533
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Cointegration and threshold adjustment
Enders, Walter; Siklos, Pierre L. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 2, pp. 166-176
Persistent link: https://www.econbiz.de/10001568815
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Confidence sets for cointegrating coefficients based on stationarity tests
Wright, Jonathan H. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 211-222
Persistent link: https://www.econbiz.de/10001469686
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Determinants of export growth rate : the case of Madagascar
Tovonjatovo, Seraphin; Dong, Yinguo - In: International journal of economics and finance 7 (2015) 9, pp. 105-111
Persistent link: https://www.econbiz.de/10011346663
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The profitability of contrarian stock pairs identified using a partial adjustment model : an evaluation of Chinese and Australian stocks
Abraham, Santosh Mon - In: International journal of economics and finance 5 (2013) 11, pp. 82-94
Persistent link: https://www.econbiz.de/10010221327