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Influential observations in cointegrated VAR models : Danish money demand 1973 - 2003
Bohn Nielsen, Heino - In: The econometrics journal 11 (2008) 1, pp. 39-57
Persistent link: https://www.econbiz.de/10003648607
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An I(2) cointegration model with piecewise linear trends
Kurita, Takamitsu; Bohn Nielsen, Heino; Rahbek, Anders - In: The econometrics journal 14 (2011) 2, pp. 131-155
Persistent link: https://www.econbiz.de/10009381889
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The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca; Mazzali, Marco - In: The econometrics journal 27 (2024) 1, pp. 126-150
Persistent link: https://www.econbiz.de/10014528100
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Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei; Lütkepohl, Helmut; Saikkonen, Pentti - In: The econometrics journal 12 (2009) 3, pp. 414-435
Persistent link: https://www.econbiz.de/10003948827
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Cointegration analysis in the presence of outliers
Bohn Nielsen, Heino - In: The econometrics journal 7 (2004) 1, pp. 249-271
Persistent link: https://www.econbiz.de/10002122086
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More on testing exact rational expectations in cointegrated vector autoregressive models : restricted constant and linear term
Johansen, Søren; Swensen, Anders Rygh - In: The econometrics journal 7 (2004) 2, pp. 389-397
Persistent link: https://www.econbiz.de/10002463476
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Vector equilibrium correction models with non-linear discontinuous adjustments
Bec, Frédérique; Rahbek, Anders - In: The econometrics journal 7 (2004) 2, pp. 628-651
Persistent link: https://www.econbiz.de/10002463704
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Some tests for parameter constancy in cointegrated VAR-models
Hansen, Henrik; Johansen, Søren - In: The econometrics journal 2 (1999) 2, pp. 306-333
Persistent link: https://www.econbiz.de/10001515457
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Cointegration rank inference with stationary regressors in VAR models
Rahbek, Anders; Mosconi, Rocco - In: The econometrics journal 2 (1999) 1, pp. 76-91
Persistent link: https://www.econbiz.de/10001449262
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Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Lütkepohl, Helmut; Saikkonen, Pentti; Trenkler, Carsten - In: The econometrics journal 4 (2001) 4, pp. 287-310
Persistent link: https://www.econbiz.de/10001651359