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Bootstrap and asymptotic tests of long-run relationships in cointegrated systems
Fachin, Stefano
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
4
,
pp. 543-551
Persistent link: https://www.econbiz.de/10001522154
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Searching for a trend break and testing for a unit root with trend breaks at unknown points
Fachin, Stefano
- In:
Giornale degli economisti e annali di economia
53
(
1995
)
1
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001185050
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Asymoptic normal and bootstrap inference in structural VAR analysis
Fachin, Stefano
- In:
Journal of forecasting
15
(
1996
)
4
,
pp. 329-341
Persistent link: https://www.econbiz.de/10001205180
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Trend, passeggiate aleatorie e cambiamenti strutturali : l'economia italiana dagli anni '50 ad oggi
Fachin, Stefano
- In:
Note economiche : rivista economica del Monte dei …
24
(
1994
)
3
,
pp. 543-571
Persistent link: https://www.econbiz.de/10001178163
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5
Bootstrapping unit root tests
DeAngelis, Daniela
- In:
Applied economics
29
(
1997
)
9
,
pp. 1155-1161
Persistent link: https://www.econbiz.de/10001227194
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Time series analysis of financial stability of banks : evidence from Saudi Arabia
Ghassan, Hassan B.
;
Fachin, Stefano
- In:
Review of financial economics : RFE
31
(
2016
),
pp. 3-17
Persistent link: https://www.econbiz.de/10011636627
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