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Testing for and dating structural break in smooth time-varying cointegration parameters, with an application to retail gasoline price and crude oil price long-run relationship
Neto, David - In: Empirical economics : a journal of the Institute for … 49 (2015) 3, pp. 909-928
Persistent link: https://www.econbiz.de/10011377316
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Testing for no-cointegration under time-varying variance
Wang, Shaoping; Zhao, Qing; Li, Yanglin - In: Economics letters 182 (2019), pp. 45-49
Persistent link: https://www.econbiz.de/10012122426
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Do exports lead economic output in five Asian countries? : a cointegration and Granger Causality analysis
Huang, Jiayin; Ramírez, Miguel D. - In: Business and Economic Research : BER 6 (2016) 2, pp. 30-50
Persistent link: https://www.econbiz.de/10011575379
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Detecting periods of exuberance : a look at the role of aggregation with an application to house prices
Pavlidis, Efthymios; Martínez-García, Enrique; … - In: Economic modelling 80 (2019), pp. 87-102
Persistent link: https://www.econbiz.de/10012199187
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Do exports lead economic output in five Asian countries? : a cointegration and granger causality analysis
Huang, Jiayi; Ramírez, Miguel D. - In: Inventi impact: international trade (2017) 1, pp. 24-44
Persistent link: https://www.econbiz.de/10011689045
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Testing linearity in cointegrating transition regressions
Choi, In; Saikkonen, Pentti - In: The econometrics journal 7 (2004) 2, pp. 341-365
Persistent link: https://www.econbiz.de/10002463466
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Model stability test of money demand by monthly time series using CUSUM and MOSUM tests : evidence from Turkey
Talaş, Emrah; Kaplan, Fatih; Çelik, Ali Kemal - In: Research in world economy 4 (2013) 2, pp. 36-42
Persistent link: https://www.econbiz.de/10010210719
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The expectations hypothesis of the term structure of interest rates: evidence from the Fourier cointegration test
Güriş, Burak - In: Selected topics in applied econometrics, (pp. 139-147). 2019
Persistent link: https://www.econbiz.de/10012286977
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Time-series based empirical assessment of random urban growth : new evidence from France
Lalanne, Aurélie; Zumpe, Martin - In: Journal of quantitative economics 18 (2020) 4, pp. 911-926
Persistent link: https://www.econbiz.de/10012418885
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A Residual-Based Cointegration Test for Near Unit Root Variables
Hjalmarsson, Erik; Österholm, Pär - 2007
this assumption. In this paper, we propose robust procedures for a residual-based test of cointegration when the data are … cointegration tests may be subject to substantial size distortions and standard OLS inference may lead to spurious results …
Persistent link: https://www.econbiz.de/10014221890