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Simple wald tests of the fractional integration parameter : an overview of new results
Dolado, Juan J.; Gonzalo, Jesús; Mayoral, Laura - In: The methodology and practice of econometrics : a …, (pp. 300-321). 2009
Persistent link: https://www.econbiz.de/10003857849
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A simple estimator of cointegrating vectors in higher order integrated systems
Stock, James H. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 783-820
Persistent link: https://www.econbiz.de/10001147143
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A residual-based cointegration test for near unit root variables
Hjalmarsson, Erik; Österholm, Pär - 2007
Persistent link: https://www.econbiz.de/10003997612
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Essays on nonstandard testing of trend functions in time series models
Sayginsoy, Ozgen - 2004
Persistent link: https://www.econbiz.de/10003551599
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Powerful and serial correlation robust tests of the economic convergence hypothesis
Sayginsoy, Özgen (contributor) - 2004
Persistent link: https://www.econbiz.de/10002707848
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The misuse of the Vuong test for non-nested models to test for zero-inflation
Wilson, Paul - In: Economics letters 127 (2015), pp. 51-53
Persistent link: https://www.econbiz.de/10011382860
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Testing linear factor models on individual stocks using the average F-test
Hwang, Soosung; Satchell, Stephen - In: The European journal of finance 20 (2014) 4/6, pp. 463-498
Persistent link: https://www.econbiz.de/10010461963
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OLS and 2SLS in randomized and conditionally randomized experiments
Ansel, Jason; Hong, Han; Li, Jessie - In: Jahrbücher für Nationalökonomie und Statistik 238 (2018) 3/4, pp. 243-293
Persistent link: https://www.econbiz.de/10011954447
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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - 2010
Persistent link: https://www.econbiz.de/10008651639
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Are US real house prices stationary? : new evidence from univariate and panel data
Zhang, Jing; Jong, Robert M. de; Haurin, Donald R. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10011431067