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Measuring conditional persistence in nonlinear time series
Kapetanios, George - In: Oxford bulletin of economics and statistics 69 (2007) 3, pp. 363-386
Persistent link: https://www.econbiz.de/10003467586
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The yen real exchange rate may be stationary after all : evidence from non-linear unit-root tests
Chortareas, Georgios E.; Kapetanios, George - In: Oxford bulletin of economics and statistics 66 (2004) 1, pp. 113-131
Persistent link: https://www.econbiz.de/10002069702
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Cointegration testing in panels with common factors
Gengenbach, Christian; Palm, Franz C.; Urbain, Jean-Pierre - In: Oxford bulletin of economics and statistics 68 (2006), pp. 683-719
Persistent link: https://www.econbiz.de/10003393446
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Testing for multicointegration in panel data with common factors
Berenguer-Rico, Vanessa; Carrion i Silvestre, Josep Lluís - In: Oxford bulletin of economics and statistics 68 (2006), pp. 721-739
Persistent link: https://www.econbiz.de/10003393452
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Quantile autoregressive distributed lag model with an application to house price returns
Galvão Júnior, Antônio Fialho; Montes-Rojas, Gabriel; … - In: Oxford bulletin of economics and statistics 75 (2013) 2, pp. 307-321
Persistent link: https://www.econbiz.de/10009754614
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Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A. - In: Oxford bulletin of economics and statistics 65 (2003) 4, pp. 517-529
Persistent link: https://www.econbiz.de/10001776839
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Temporal aggregation and the power of cointegration tests : a Monte Carlo study
Haug, Alfred Albert - In: Oxford bulletin of economics and statistics 64 (2002) 4, pp. 399-412
Persistent link: https://www.econbiz.de/10001705099
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Complex reduced rank models for seasonally cointegrated time series
Cubadda, Gianluca - In: Oxford bulletin of economics and statistics 63 (2001) 4, pp. 497-511
Persistent link: https://www.econbiz.de/10001622987
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Testing for unit roots and cointegration using panel data : theory and applications
Banerjee, Anindya (contributor) - 1999
Persistent link: https://www.econbiz.de/10001435644
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Permanent-transitory decomposition in VAR models with cointegration and common cycles
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 511-532
Persistent link: https://www.econbiz.de/10001522143