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Bootstrap testing for small sample cointegration analysis
Pynnönen, Seppo; Vataja, Juuso - 1996
Persistent link: https://www.econbiz.de/10000625385
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Fractional integration and cointegration testing using the sample mean
Demetrescu, Matei - 2008
Persistent link: https://www.econbiz.de/10003963300
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Cointegration and sampling frequency
Chambers, Marcus J. - In: The econometrics journal 14 (2011) 2, pp. 156-185
Persistent link: https://www.econbiz.de/10009381884
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Small area estimation with state-space common factor models for rotating panels
Brakel, Jan A. van den; Krieg, Sabine - 2014
Persistent link: https://www.econbiz.de/10010393950
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Frequency domain estimation of cointegrating vectors with mixed frequency and mixed sample data
Chambers, Marcus J. - In: Journal of econometrics 217 (2020) 1, pp. 140-160
Persistent link: https://www.econbiz.de/10012482742
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Determinants and stability demand for money : a sample of BRIC-T countries
Çinar, Serkan; Başci Nur, Hayriye - In: The empirical economics letters : a monthly … 17 (2018) 7, pp. 851-862
Persistent link: https://www.econbiz.de/10011992791
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Finite sample performance in cointegration analysis of nonlinear time series with long memory
Gonçalves da Silva, Afonso (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003327199
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An empirical investigation into the impact of high oil prices on economic growth of oil-importing African countries
Anoruo, Emmanuel; Elike, Uchenna - In: International journal of economic perspectives : IJEP 3 (2009) 2, pp. 121-129
Persistent link: https://www.econbiz.de/10003984707
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Efficient posterior simulation for cointegrated models with priors on the cointegration space
Koop, Gary; León-González, Roberto; Strachan, Rodney W. - In: Econometric reviews 29 (2010) 2, pp. 224-242
Persistent link: https://www.econbiz.de/10003960502
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On the small sample properties of weak exogeneity tests in cointegrated VAR models
Brüggemann, Ralf - 2002
We investigate the small sample properties of two types of weak exogeneity tests in cointegrated VAR models that are frequently used in applied work. The first one is the standard Likelihood Ratio (LR) test in the Johansen framework. The second test is based on mapping the cointegrated VAR model...
Persistent link: https://www.econbiz.de/10009620777