Narrow search
Showing 1 - 4 of 4
Cover Image
A unique set of cointegrating vectors with possible implications for cointegrating regressions
Burke, Simon P. - 1995
Persistent link: https://www.econbiz.de/10000931962
Cover Image
Data-dependent selection of the lag truncation parameter in unit root tests of the Phillips-Perron type
Burke, Simon P. - In: Economics letters 50 (1996) 3, pp. 315-321
Persistent link: https://www.econbiz.de/10001197811
Cover Image
Some results on the finite sample significance levels of instrumental variable tests for non-nested models
Burke, Simon P. - In: Economics letters 31 (1989) 4, pp. 343-347
Persistent link: https://www.econbiz.de/10001080241
Cover Image
On the exact moments of asymptotic distributions in an unstable AR(1) with dependent errors
Gonzalo, Jesús - 1996
Persistent link: https://www.econbiz.de/10000944149