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Is the Fisher effect asymmetric? : cointegration analysis and expectations measurement
Cushman, David O.; De Vita, Glauco; Trachanas, Emmanouil - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3727-3748
Persistent link: https://www.econbiz.de/10014429167
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Financial structure and economic growth
Luintel, Kul Bahadur; Khan, Mosahid; Arestis, Philip; … - In: Journal of development economics 86 (2008) 1, pp. 181-200
Persistent link: https://www.econbiz.de/10003717719
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A sieve bootstrap test for cointegration in a conditional error correction model
Palm, Franz C.; Smeekes, Stephan; Urbain, Jean-Pierre - 2007
Persistent link: https://www.econbiz.de/10003647697
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A test for fractional cointegration using the sieve bootstrap
Gerolimetto, Margherita; Procidano, Isaebella - In: Statistical methods & applications : SMA ; journal of … 17 (2008) 3, pp. 373-391
Persistent link: https://www.econbiz.de/10003737677
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Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten (contributor) - 2006
In this paper we analyse bootstrap procedures for systems cointegration tests with a prior adjustment for deterministic terms suggested by Saikkonen & Lütkepohl (2000b) and Saikkonen, Lütkepohl & Trenkler (2006). The asymptotic properties of the bootstrap test procedures are derived and their...
Persistent link: https://www.econbiz.de/10003324256
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The size and power of bootstrap and Bartlett-corrected tests of hypotheses on the cointegrating vectors
Omtzigt, Pieter; Fachin, Stefano - In: Econometric reviews 25 (2006) 1, pp. 41-60
Persistent link: https://www.econbiz.de/10003309354
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Residual-based block bootstrap for cointegration testing
Amador, Rosa Badillo; Belaire-Franch, Jorge; Reverte, … - In: Applied economics letters 17 (2010) 10/12, pp. 999-1003
Persistent link: https://www.econbiz.de/10008698432
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A sieve bootstrap test for cointegration in a conditional error correction model
Palm, Franz C.; Smeekes, Stephan; Urbain, Jean-Pierre - In: Econometric theory 26 (2010) 3, pp. 647-681
Persistent link: https://www.econbiz.de/10003992422
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Asymptotic and bootstrap tests for unit root and threshold cointegration
Seo, Myung Hwan - 2004
Persistent link: https://www.econbiz.de/10003550223
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Bootstrap algorithms for testing and determining the cointegration rank in VAR models
Swensen, Anders Rygh - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 6, pp. 1699-1714
Persistent link: https://www.econbiz.de/10003392390