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A primer on unit root testing
Phillips, Peter C. B.; Xiao, Zhijie - In: Practical issues in cointegration analysis, (pp. 7-53). 1999
Persistent link: https://www.econbiz.de/10001550918
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Structural analysis of cointegrating VARs
Pesaran, M. Hashem; Smith, Ron - In: Practical issues in cointegration analysis, (pp. 55-89). 1999
Persistent link: https://www.econbiz.de/10001550922
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Shocking stories
Levtchenkova, S.; Pagan, Adrian R.; Robertson, John C. - In: Practical issues in cointegration analysis, (pp. 91-116). 1999
Persistent link: https://www.econbiz.de/10001550926
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Inference in cointegrating models : UK M1 revisited
Doornik, Jurgen A.; Hendry, David F.; Nielsen, Bent - In: Practical issues in cointegration analysis, (pp. 117-156). 1999
Persistent link: https://www.econbiz.de/10001550932
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Approximations to the asymptotic distributions of cointegration tests
Doornik, Jurgen A. - In: Practical issues in cointegration analysis, (pp. 157-177). 1999
Persistent link: https://www.econbiz.de/10001550935
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An econometric analysis of I(2) variables
Haldrup, Niels - In: Practical issues in cointegration analysis, (pp. 179-234). 1999
Persistent link: https://www.econbiz.de/10001550937
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Cointegration analysis of seasonal time series
Franses, Philip Hans; McAleer, Michael - In: Practical issues in cointegration analysis, (pp. 235-262). 1999
Persistent link: https://www.econbiz.de/10001550942