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Phillips, Peter C. B.
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Lütkepohl, Helmut
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Tu, Yundong
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ECONIS (ZBW)
163
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1
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
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2
The limit distribution of the estimates in cointegrated regression models with multiple structural changes
Kejriwal, Mohitosh
;
Perron, Pierre
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 59-73
Persistent link: https://www.econbiz.de/10003778212
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3
Statistical analysis of hypothesis on the cointegrating relations in the I(2) model
Johansen, Søren
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 81-115
Persistent link: https://www.econbiz.de/10003320246
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4
Common cyclical features analysis in VAR models with
cointegration
Hecq, Alain W. J.
;
Palm, Franz C.
;
Urbain, Jean-Pierre
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10003320251
Saved in:
5
Common trends and cycles in I(2) VAR systems
Paruolo, Paolo
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 143-168
Persistent link: https://www.econbiz.de/10003320254
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6
The effect of data transformation on common cycle,
cointegration
and unit root tests : Monte Carlo results and a simple test
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 195-229
Persistent link: https://www.econbiz.de/10003320260
Saved in:
7
Generalized reduced rank tests using the singular value decomposition
Kleibergen, Frank
;
Paap, Richard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10003354557
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8
Asymptotic normality of narrow-band least squares in the stationary fractional
cointegration
model and volatility forecasting
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 343-371
Persistent link: https://www.econbiz.de/10003354581
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9
Bootstrapping cointegrating regressions
Chang, Yoosoon
;
Park, Joon Y.
;
Song, Kyungchul
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 703-739
Persistent link: https://www.econbiz.de/10003359625
Saved in:
10
Alternative bootstrap procedures for testing
cointegration
in fractionally integrated processes
Davidson, James E. H.
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 741-777
Persistent link: https://www.econbiz.de/10003359632
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