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Modeling Nigerian government revenues and total expenditure : combined estimators' analysis and error correction model approach
Ayinde, Kayode; Bello, Aliyu A.; Ayinde, Opeyemi E.; … - In: Central European journal of economic modelling and … 7 (2015) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011305747
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Market efficiency in developed and emerging markets
Sharma, Ankit; Thaker, Keyur - In: Afro-Asian Journal of Finance and Accounting : AAJFA 5 (2015) 4, pp. 311-333
Persistent link: https://www.econbiz.de/10011595609
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Seasonal unit roots, structural breaks and cointegration
Hall, Stephen G.; Scott, Andrew - 1990
Persistent link: https://www.econbiz.de/10000130886
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The limit distribution of the estimates in cointegrated regression models with multiple structural changes
Kejriwal, Mohitosh; Perron, Pierre - In: Journal of econometrics 146 (2008) 1, pp. 59-73
Persistent link: https://www.econbiz.de/10003778212
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Three essays on unit roots and nonlinear co-integrated processes
Gaul, Jürgen - 2008
Persistent link: https://www.econbiz.de/10003773152
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Unit root and cointegration testing
Lütkepohl, Helmut (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003894166
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Testing the null of no cointegration when covariates are known to have a unit root
Elliott, Graham; Pesavento, Elena - In: Econometric theory 25 (2009) 6, pp. 1829-1850
Persistent link: https://www.econbiz.de/10003904447
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Critical values for cointegration tests
MacKinnon, James G. - 2010
This paper provides tables of critical values for some popular tests of cointegration and unit roots. Although these tables are necessarily based on computer simulations, they are much more accurate than those previously available. The results of the simulation experiments are summarized by...
Persistent link: https://www.econbiz.de/10003919736
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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - 2010
Persistent link: https://www.econbiz.de/10008651639
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Economic infrastructure, private capital formation, and FDI inflows to Hungary : a unit root and cointegration analysis with structural breaks
Ramírez, Miguel D.; Kőműves, Zsófia - In: Atlantic economic journal : AEJ 42 (2014) 4, pp. 367-382
Persistent link: https://www.econbiz.de/10010517388