Narrow search
Showing 1 - 9 of 9
Cover Image
A simulation approach to the problem of computing Cox's statistic for testing nonnested models
Pesaran, M. Hashem - In: Journal of econometrics 57 (1993) 1, pp. 377-392
Persistent link: https://www.econbiz.de/10001142516
Cover Image
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter - In: Journal of econometrics 80 (1997) 1, pp. 167-193
Persistent link: https://www.econbiz.de/10001223460
Cover Image
Representations of I (2) cointegrated systems using the Smith-McMillan form
Haldrup, Niels - In: Journal of econometrics 84 (1998) 2, pp. 303-325
Persistent link: https://www.econbiz.de/10001241544
Cover Image
Cointegration and speed of convergence to equilibrium
Pesaran, M. Hashem - In: Journal of econometrics 71 (1996) 1, pp. 117-143
Persistent link: https://www.econbiz.de/10001194740
Cover Image
Mirror image distributions and the Dickey-Fuller regression with a maintained trend
Haldrup, Niels - In: Journal of econometrics 72 (1996) 1, pp. 301-312
Persistent link: https://www.econbiz.de/10001198014
Cover Image
Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels; Valdés, J. Eduardo Vera - In: Journal of econometrics 199 (2017) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10011818800
Cover Image
Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - In: Journal of econometrics 178 (2014) 1, pp. 273-285
Persistent link: https://www.econbiz.de/10010256161
Cover Image
Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan; Lee, Kevin C.; Pesaran, M. Hashem - In: Journal of econometrics 95 (2000) 2, pp. 285-331
Persistent link: https://www.econbiz.de/10001435991
Cover Image
Structural analysis of vector error correction models with exogenous I (1) variables
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. - In: Journal of econometrics 97 (2000) 2, pp. 293-343
Persistent link: https://www.econbiz.de/10001496593