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State space and unobserved component models : theory and applications
Harvey, Andrew C. (ed.); Koopman, Siem Jan (contributor);  … - 2004 - 1. publ.
Persistent link: https://www.econbiz.de/10009681752
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Monitoring stationarity and cointegration : conference paper
Wagner, Martin; Wied, Dominik - 2014
cointegrating relationship to a spurious regression. The cointegration monitoring procedure is based on residuals from modified …
Persistent link: https://www.econbiz.de/10010484411
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Applied time series econometrics
Lütkepohl, Helmut (ed.); Krätzig, Markus (contributor) - 2009 - Transferred to digital printing
Persistent link: https://www.econbiz.de/10009702029
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Testing for unit roots and cointegration using panel data : theory and applications
Banerjee, Anindya (contributor) - 1999
Persistent link: https://www.econbiz.de/10001435644
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The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry
Castle, Jennifer (ed.); Hendry, David F. (honouree) - 2009 - 1. publ.
Persistent link: https://www.econbiz.de/10003734868
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Unit root and cointegration testing
Lütkepohl, Helmut (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003894166
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Non-stationary time series analysis and cointegration
Hargreaves, Colin P. (ed.) - 1994
Persistent link: https://www.econbiz.de/10013480139
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Overidentification test in a nonparametric treatment model with unobserved heterogeneity : conference paper
Dzemski, Andreas; Sarnetzki, Florian - 2014 - This version: February 15, 2014
We provide an overidentification test for a nonparametric treatment model where individuals are allowed to select into treatment based on unobserved gains. Our test can be used to test the validity of instruments in a framework with essential heterogeneity (Imbens and Angrist 1994). The...
Persistent link: https://www.econbiz.de/10010491120
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Studies in estimation and testing
Hsiao, Cheng (contributor); Perrigne, Isabelle (contributor) - 2001
Persistent link: https://www.econbiz.de/10001585151
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Multiple hypotheses testing in the linear regression model with applications to economics and finance
Alt, Raimund - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002570396