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Fully modified estimation of seasonally cointegrated processes
Grégoir, Stéphane - In: Econometric theory 26 (2010) 5, pp. 1491-1528
Persistent link: https://www.econbiz.de/10008662659
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Specification testing for nonlinear cointegrating regression
Wang, Qiying; Phillips, Peter C. B. - 2011
cointegration and regressors that have autoregressive unit roots or near unit roots. The limit theory for the specification test …
Persistent link: https://www.econbiz.de/10008826041
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Speed of adjustment in cointegrated systems
Fanelli, Luca; Paruolo, Paolo - In: Journal of econometrics 158 (2010) 1, pp. 130-141
Persistent link: https://www.econbiz.de/10008826868
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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
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Model-based asymptotic inference on the effect of infrequent large shocks on cointegrated variables
Georgiev, Iliyan - In: Journal of econometrics 158 (2010) 1, pp. 37-50
Persistent link: https://www.econbiz.de/10008826877
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A comparison between tests for changes in the adjustment coefficients in cointegrated systems
Barassi, Marco R. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003391491
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Exchange rates, exports and economic growth in Turkey : evidence from Johansen cointegration tests
Koççat, Halil - In: International journal of economic perspectives : IJEP 2 (2008) 1, pp. 5-11
Persistent link: https://www.econbiz.de/10003984221
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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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Fractional integration and cointegration testing using the sample mean
Demetrescu, Matei - 2008
Persistent link: https://www.econbiz.de/10003963300
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Real-time forecasting with vector autoregressions: spurious drift, structural change, and intercept correction
Bewley, Ronald - In: Computer-aided econometrics, (pp. 385-405). 2003
Persistent link: https://www.econbiz.de/10002595512