Narrow search
Showing 1 - 10 of 911
Cover Image
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
Cover Image
Marginal likelihood and unit roots
Francke, Marc K.; Vos, Aart F. de - In: Journal of econometrics 137 (2007) 2, pp. 708-728
Persistent link: https://www.econbiz.de/10003442192
Cover Image
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process
Hsiao, Cheng; Wang, Siyan - In: Journal of econometrics 135 (2006) 1/2, pp. 427-463
Persistent link: https://www.econbiz.de/10003376092
Cover Image
Testing joint hypotheses when one of the alternatives is one-sided
Abadir, Karim Maher; Distaso, Walter - In: Journal of econometrics 140 (2007) 2, pp. 695-718
Persistent link: https://www.econbiz.de/10003569955
Cover Image
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
Cover Image
Beyond panel unit root tests : using multiple testing to determine the nonstationarity properties of individual series in a panel
Moon, Hyungsik Roger; Perron, Benoit - In: Journal of econometrics 169 (2012) 1, pp. 29-33
Persistent link: https://www.econbiz.de/10009666772
Cover Image
Testing predictive regression models with nonstationary regressors
Cai, Zongwu; Wang, Yunfei - In: Journal of econometrics 178 (2014) 1, pp. 4-14
Persistent link: https://www.econbiz.de/10010254993
Cover Image
Instrumental variable and variable addition based inference in predictive regressions
Breitung, Jörg; Demetrescu, Matei - In: Journal of econometrics 187 (2015) 1, pp. 358-375
Persistent link: https://www.econbiz.de/10011499478
Cover Image
Instrumental variables estimation of a nearly nonstationary, heterogenous error component model
Choi, In - In: Journal of econometrics 109 (2002) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10001663891
Cover Image
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Busetti, Fabio; Taylor, Robert - In: Journal of econometrics 117 (2003) 1, pp. 21-53
Persistent link: https://www.econbiz.de/10001787600