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1
Likelihood based testing for no fractional
cointegration
Łasak, Katarzyna
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 67-77
Persistent link: https://www.econbiz.de/10008826875
Saved in:
2
A residual-based ADF test for stationary
cointegration
in I (2) settings
Gomez-Biscarri, Javier
;
Hualde, Javier
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 280-294
Persistent link: https://www.econbiz.de/10011339328
Saved in:
3
Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Vogelsang, Timothy J.
;
Wagner, Martin
- In:
Journal of econometrics
178
(
2014
)
2
,
pp. 741-760
Persistent link: https://www.econbiz.de/10010257671
Saved in:
4
Statistical tests of a simple energy balance equation in a synthetic model of cotrending and
cointegration
Carrion i Silvestre, Josep Lluís
;
Kim, Dukpa
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 22-38
Persistent link: https://www.econbiz.de/10013275377
Saved in:
5
Fully modified OLS estimation and inference for seemingly unrelated cointegrating polynomial regressions and the environmental Kuznets curve for carbon dioxide emissions
Wagner, Martin
;
Grabarczyk, Peter
;
Hong, Seung Hyun
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 216-255
Persistent link: https://www.econbiz.de/10012438321
Saved in:
6
Combining p-values to test for multiple structural breaks in cointegrated regressions
Bergamelli, Michele
;
Bianchi, Annamaria
;
Khalaf, Lynda
; …
- In:
Journal of econometrics
211
(
2019
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012303823
Saved in:
7
Semiparametric error-correction models for
cointegration
with trends : Pseudo-Gaussian and optimal rank-based tests of the
cointegration
rank
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 46-61
Persistent link: https://www.econbiz.de/10011591614
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8
Model checks for nonlinear cointegrating regression
Wang, Qiying
;
Wu, Dongsheng
;
Zhu, Ke
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012116349
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9
A unifying
theory
of tests of rank
Sadoon, Majid M. al-
- In:
Journal of econometrics
199
(
2017
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10011818957
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10
Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
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