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A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
Qu, Zhongjun; Perron, Pierre; Ahn, S.K.; Reinsel, G.C.; … - In: Econometric theory 23 (2007) 4, pp. 638-685
Persistent link: https://www.econbiz.de/10007732417
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COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
del Barrio Castro, Tomás; Osborn, Denise R.; … - In: Econometric theory 24 (2008) 1, pp. 109-142
Persistent link: https://www.econbiz.de/10007896791
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Seasonal cointegration: The Japanese consumption function
Engle, R.F.; Granger, C.W.J.; Hylleberg, S.; Lee, H.S. - In: Journal of econometrics 55 (1993) 1-2, pp. 275-298
Persistent link: https://www.econbiz.de/10006805327
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Long-Run Economic Relationships: Readings in Cointegration
Engle, R.F.; Granger, C.W.J.; Jansen, Dennis W. - In: Southern economic journal 59 (1993) 3, pp. 548
Persistent link: https://www.econbiz.de/10006689736
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DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
Hualde, Javier; Velasco, Carlos; Beran, J.; Breitung, J.; … - In: Econometric theory 24 (2008) 1, pp. 216-255
Persistent link: https://www.econbiz.de/10007896788
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Long-Run Economic Relationships. Readings in Co-integration
Engle, R.F.; Granger, C.W.J.; Davidson, James - In: Economica 60 (1993) 240, pp. 117
Persistent link: https://www.econbiz.de/10007717208
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On the Limitations of Comparing Mean Square Forecast Errors: Commentary:
Baillie, R.T.; Diebold, F.X.; Engle, R.F.; Ericsson, N.R.; … - In: Journal of forecasting 12 (1993) 8, pp. 639-668
Persistent link: https://www.econbiz.de/10006954446