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Unit roots and long-run causality : the case of output and financial variables
Caporale, Guglielmo Maria; Hassapis, Christis; Pittis, … - 1995
Persistent link: https://www.econbiz.de/10000909158
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Fractional cointegrating regression in the presence of linear time trends
Hassler, Uwe; Mármol, Francesc - 1998
Persistent link: https://www.econbiz.de/10000982033
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Panel cointegration : asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis
Pedroni, Peter Louis - 1995
Persistent link: https://www.econbiz.de/10000984981
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Temporal aggregation and causality in multiple time series models
Breitung, Jörg; Swanson, Norman R. - 1998
Persistent link: https://www.econbiz.de/10000992528
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Rank tests for nonlinear cointegration relationships
Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000993117
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Bayesian estimation of the reduced rank regression model without ordering restrictions
Strachan, Rodney W. - 1998
Persistent link: https://www.econbiz.de/10000995966
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Testing for the cointegrating rank of a VAR process with structural shifts
Saikkonen, Pentti; Lütkepohl, Helmut - 1998
Persistent link: https://www.econbiz.de/10000996285
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The effect of linear time trends on residual-based tests for the null of cointegration
Hassler, Uwe - 1998
Persistent link: https://www.econbiz.de/10000996930
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Cointegration testing in single error-correction equations in the presence of linear time trends
Hassler, Uwe - 1998 - Rev. version
Persistent link: https://www.econbiz.de/10000997609
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Kointegration von Aktienkursen
Krämer, Walter - 1997
Persistent link: https://www.econbiz.de/10000656610