Narrow search
Showing 1 - 10 of 187
Cover Image
The demand for M3 in the Euro area
Coenen, Günter; Vega Croissier, Juan Luis - In: Journal of applied econometrics 16 (2001) 6, pp. 727-748
Persistent link: https://www.econbiz.de/10001631969
Cover Image
Detecting periodically collapsing bubbles : a Markov-switching unit root test
Hall, Stephen G.; Psaradakis, Zacharias G.; Sola, Martin - In: Journal of applied econometrics 14 (1999) 2, pp. 143-154
Persistent link: https://www.econbiz.de/10001387376
Cover Image
Tests of seasonal integration and cointegration in multivariate unobserved component models
Busetti, Fabio - In: Journal of applied econometrics 21 (2006) 4, pp. 419-438
Persistent link: https://www.econbiz.de/10003338625
Cover Image
Testing for cointegration using the Johansen approach : are we using the correct critical values?
Turner, Paul - In: Journal of applied econometrics 24 (2009) 5, pp. 825-831
Persistent link: https://www.econbiz.de/10003932170
Cover Image
Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - In: Journal of applied econometrics 29 (2014) 1, pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
Cover Image
Output and inflation in the long run
Ericsson, Neil R.; Irons, John S.; Tryon, Ralph W. - In: Journal of applied econometrics 16 (2001) 3, pp. 241-253
Persistent link: https://www.econbiz.de/10001591876
Cover Image
Bounds testing approaches to the analysis of level relationships
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of applied econometrics 16 (2001) 3, pp. 289-326
Persistent link: https://www.econbiz.de/10001591901
Cover Image
Near unit roots, cointegration, and the term structure of interest rates
Lanne, Markku - In: Journal of applied econometrics 15 (2000) 5, pp. 513-529
Persistent link: https://www.econbiz.de/10001533584
Cover Image
Common cycles in seasonal non-stationary time series
Cubadda, Gianluca - In: Journal of applied econometrics 14 (1999) 3, pp. 273-291
Persistent link: https://www.econbiz.de/10001405546
Cover Image
Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money - income relationship
Hill, Jonathan B. - In: Journal of applied econometrics 22 (2007) 4, pp. 747-765
Persistent link: https://www.econbiz.de/10003550493