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Weighted least squares estimation from grouped observations
Bewley, Ronald A. - In: The review of economics and statistics 71 (1989) 1, pp. 187-188
Persistent link: https://www.econbiz.de/10001064386
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[Rezension von: Engle, Robert F., ...,, Cointegration, causality, and forecasting]
Bewley, Ronald A. - In: Journal of economic literature 40 (2002) 3, pp. 931-933
Persistent link: https://www.econbiz.de/10001735218
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Efficient tests for a unit root when the initial observation is drawn from its unconditional distribution
Elliott, Graham - 1994
Persistent link: https://www.econbiz.de/10000904214
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[Rezension von: Pagan, Adrian, ...,, Nonparametric econometrics]
Elliott, Graham - In: Journal of economic literature 38 (2000) 4, pp. 938-939
Persistent link: https://www.econbiz.de/10001538728
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Estimating restricted cointegrating vectors
Elliott, Graham - 1999
Persistent link: https://www.econbiz.de/10001441331
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Estimating restricted cointegrating vectors
Elliott, Graham - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 1, pp. 91-99
Persistent link: https://www.econbiz.de/10001441611
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Forecasting with trending data
Elliott, Graham - 2006
Persistent link: https://www.econbiz.de/10003338439
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Testing for cointegration : the effects of mis-specifying the lag length
Bewley, Ronald A.; Yang, Minxian - 1993
Persistent link: https://www.econbiz.de/10000876051
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On the size and power of system tests for cointegration
Bewley, Ronald A.; Yang, Minxian - 1996
Persistent link: https://www.econbiz.de/10000935968
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Box-Tiao and Johansen canonical estimators of cointegrating vectors
Bewley, Ronald A.; Orden, David R.; Fisher, Lance A. - 1991
Persistent link: https://www.econbiz.de/10000819662