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Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Cavaliere, Giuseppe; Taylor, Robert; Trenkler, Carsten - In: Oxford bulletin of economics and statistics 77 (2015) 5, pp. 740-759
Persistent link: https://www.econbiz.de/10011383823
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Maximum eigenvalue test for seasonal cointegrating ranks
Seong, Byeongchan; Cho, Sinsup; Ahn, Sung K. - In: Oxford bulletin of economics and statistics 68 (2006) 4, pp. 497-514
Persistent link: https://www.econbiz.de/10003357466
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The likelihood ratio test for the rank of a cointegration submatrix
Paruolo, Paolo - In: Oxford bulletin of economics and statistics 68 (2006), pp. 921-948
Persistent link: https://www.econbiz.de/10003393563
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Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei; Hanck, Christoph - In: Oxford bulletin of economics and statistics 80 (2018) 3, pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
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Bootstrap HAC tests for ordinary least squares regression
Bravo, Francesco; Godfrey, L. G. - In: Oxford bulletin of economics and statistics 74 (2012) 6, pp. 903-922
Persistent link: https://www.econbiz.de/10009730947
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Controlling the overall significance level of a battery of least diagnostic tests
Godfrey, L. G. - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 263-279
Persistent link: https://www.econbiz.de/10002693305
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Testing for heteroskedasticity and predictice failure in linear regression models
Godfrey, L. G. - In: Oxford bulletin of economics and statistics 70 (2008) 3, pp. 415-429
Persistent link: https://www.econbiz.de/10003712671
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A simple test for cointegration in dependent panels with structural breaks
Westerlund, Joakim; Edgerton, David L. - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 665-704
Persistent link: https://www.econbiz.de/10003759121
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Testing the null of cointegration with structural breaks
Carrion i Silvestre, Josep Lluís; Sansó, Andreu - In: Oxford bulletin of economics and statistics 68 (2006) 5, pp. 623-646
Persistent link: https://www.econbiz.de/10003379224
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Variable selection in cross-section regressions : comparisons and extensions
Deckers, Thomas; Hanck, Christopher - In: Oxford bulletin of economics and statistics 76 (2014) 6, pp. 841-873
Persistent link: https://www.econbiz.de/10010474810