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On the shape of the likelihood, posterior in cointegration models
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122496
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Correcting for linkage errors in contingency tables : a cautionary tale
Scholtus, Sander; Shlomo, Natalie; Waal, Ton de - 2020
Persistent link: https://www.econbiz.de/10012174811
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Size and power of the likelihood ratio test for seasonal conitegration in small samples : a Monte Carlo study
Löf, Mårten - In: On seasonality and cointegration, (pp. 71-90). 2001
Persistent link: https://www.econbiz.de/10001597306
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Co-integrated variables and error-correcting models
Granger, C. W. J. - 1983
Persistent link: https://www.econbiz.de/10000887616
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GARCH effects on a test of cointegration
Franses, Philip Hans; Kofman, Paul; Moser, James T. - 1993
Persistent link: https://www.econbiz.de/10000893748
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Maximum-likelihood estimation of fractional cointegration with an application to the short end of the yield curve
Dueker, Michael; Startz, Richard - 1994
Persistent link: https://www.econbiz.de/10000896983
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On cointegration and exchange rate dynamics
Diebold, Francis X.; Gardeazabal, Javier; Yılmaz, Kamil - 1993 - [Rev.]
Persistent link: https://www.econbiz.de/10000854420
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Cointegration tests in the presence of structural breaks
Campos, Julia; Ericsson, Neil R.; Hendry, David F. - 1993
Persistent link: https://www.econbiz.de/10000854458
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Hidden cointegration : some Monte Carlo evidence
Eitrheim, Øyvind - 1991
Persistent link: https://www.econbiz.de/10000829098
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New directions in econometric practice : general to specific modelling, cointegration and vector autoregression
Charemza, Wojciech; Deadman, Derek F. - 1992
Persistent link: https://www.econbiz.de/10000831308