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63
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59
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37
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Saikkonen, Pentti
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Pesaran, M. Hashem
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35
Su, Chi-Wei
35
Mills, Terence C.
34
Swanson, Norman R.
34
Wohar, Mark E.
34
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33
Dufour, Jean-Marie
33
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Frontiers in Time Series Analysis Conference <2005, Olbia>
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Granger Centre for Time Series Econometrics
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Innovation Research Interchange
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International Symposium on Econometrics of Specification Test in 30 Years <2010, Xiamen>
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Sir Clive Granger Memorial Conference <2010, Nottingham>
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Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
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Journal of econometrics
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Applied economics letters
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International Journal of Energy Economics and Policy : IJEEP
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386
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Econometric reviews
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The empirical economics letters : a monthly international journal of economics
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International journal of economics and finance
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The econometrics journal
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International review of economics & finance : IREF
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Finance research letters
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
25,398
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1
A covariate residual-based
cointegration
test applied to the CDS-bond basis
Game, Aaron
;
Wu, Jason
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 163-192
Persistent link: https://www.econbiz.de/10010225442
Saved in:
2
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
3
The effect of data transformation on common cycle,
cointegration
and unit root tests : Monte Carlo results and a simple test
Corradi, Valentina
;
Swanson, Norman R.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 195-229
Persistent link: https://www.econbiz.de/10003320260
Saved in:
4
Likelihood based testing for no fractional
cointegration
Łasak, Katarzyna
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 67-77
Persistent link: https://www.econbiz.de/10008826875
Saved in:
5
Testing for and dating structural break in smooth time-varying
cointegration
parameters, with an application to retail gasoline price and crude oil price long-run relationship
Neto, David
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
3
,
pp. 909-928
Persistent link: https://www.econbiz.de/10011377316
Saved in:
6
A residual-based ADF test for stationary
cointegration
in I (2) settings
Gomez-Biscarri, Javier
;
Hualde, Javier
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 280-294
Persistent link: https://www.econbiz.de/10011339328
Saved in:
7
Tests for
cointegration
allowing for an unknown number of breaks
Maki, Daiki
- In:
Economic modelling
29
(
2012
)
5
,
pp. 2011-2015
Persistent link: https://www.econbiz.de/10009667003
Saved in:
8
Residuals-based tests for
cointegration
with generalized least-squares detrended data
Perron, Pierre
;
Rodríguez, Gabriel
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
Saved in:
9
The FMLS-based CUSUM statistic for testing the null of smooth time-varying
cointegration
in the presence of a structural break
Neto, David
- In:
Economics letters
125
(
2014
)
2
,
pp. 208-211
Persistent link: https://www.econbiz.de/10010505390
Saved in:
10
Nonparametric testing for linearity in cointegrated error-correction models
Seo, Byeongseon
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009521205
Saved in:
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