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Nonlinear error correction models with an application to commodity prices
Magri, Rafael; Medeiros, Marcelo C. - In: Brazilian review of econometrics : BRE ; the review of … 33 (2013) 2, pp. 145-170
Persistent link: https://www.econbiz.de/10011538653
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Tax capacity and growth in the Asia-Pacific region
Jalles, João Tovar - In: Journal of the Asia Pacific economy 26 (2021) 3, pp. 527-551
Persistent link: https://www.econbiz.de/10012624735
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The term structure of Eurozone peripheral bond yields : an asymmetric regime-switching equilibrium correction approach
Avdoulas, Christos; Bekiros, Stelios; Lucey, Brian M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 4, pp. 1-23
Persistent link: https://www.econbiz.de/10012299596
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The effects of exchange rate changes on Sub-Saharan Africa trade
Meniago, Christelle; Eita, Joel Hinaunye - In: International journal of sustainable economy 9 (2017) 3, pp. 213-230
Persistent link: https://www.econbiz.de/10011740460
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Analysis of panel vector error correction models using maximum likelihood, the bootstrap, and canonical-correlation estimators
Anderson, Richard G. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003740180
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Cointegration analysis with mixed-frequency data
Seong, Byeongchan (contributor); Ahn, Sung K. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003496561
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The effects of ignoring level shifts on systems cointegration tests
Trenkler, Carsten - 2002
In this paper I analyse the effects of ignoring level shifts in the data generating process (DGP) on systems cointegration tests that do not accommodate level shifts. I consider two groups of Likelihood Ratio tests based on procedures suggested by Johansen (1988, 1995) and Saikkonen & Lütkepohl...
Persistent link: https://www.econbiz.de/10009626747
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Agricultural policy reforms and spatial integration of food grain markets in India
Ghosh, Madhusudan - In: Journal of economic development 36 (2011) 2, pp. 15-37
Persistent link: https://www.econbiz.de/10009234548
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The effects of ignoring level shifts on systems cointegration tests
Trenkler, Carsten - In: Allgemeines statistisches Archiv : AStA ; journal of … 89 (2005) 3, pp. 281-301
Persistent link: https://www.econbiz.de/10003050661
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The effects of ignoring level shifts on systems cointegration tests
Trenkler, Carsten - 2002
Persistent link: https://www.econbiz.de/10001730272