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Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra - In: Journal of time series econometrics 14 (2022) 1, pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
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A covariate residual-based cointegration test applied to the CDS-bond basis
Game, Aaron; Wu, Jason - In: Journal of time series econometrics 5 (2013) 2, pp. 163-192
Persistent link: https://www.econbiz.de/10010225442
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Recursive adjustment for general deterministic components and improved cointegration rank tests
Born, Benjamin; Demetrescu, Matei - In: Journal of time series econometrics 7 (2015) 2, pp. 143-179
Persistent link: https://www.econbiz.de/10011291306
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Testing for cointegration in the presence of moving average errors
Mallory, Mindy; Lence, Sergio H. - In: Journal of time series econometrics 4 (2012) 2, pp. 1-66
Persistent link: https://www.econbiz.de/10009713310
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Estimation of continuous and discrete time co-integrated systems with stock and flow variables
González Olivares, Daniel; Guizar, Isai - In: Journal of time series econometrics 13 (2021) 2, pp. 145-186
Persistent link: https://www.econbiz.de/10012612767
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Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo - In: Journal of time series econometrics 13 (2021) 1, pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
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Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu; Peiris, Shelton; McAleer, Michael; Allen, … - In: Journal of time series econometrics 12 (2020) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10012258310