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Reciprocal upper semicontinuity and better reply secure games : a comment

Bagh, Adib; Jofré, Alejandro - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 6, pp. 1715-1721

Persistent link: https://www.econbiz.de/10003394280

The performance of panel cointegration methods : results from a large scale simulation study

Wagner, Martin; Hlouskova, Jaroslava - In: Econometric reviews 29 (2010) 2, pp. 182-223

Persistent link: https://www.econbiz.de/10003960501

Rank tests for nonlinear cointegration

Breitung, Jörg - 1998

A test procedure based on ranks is suggested to test for nonlinear cointegration. For two (or more) time series it is … is no cointegration between the time series, the sequences of ranks tend to diverge, whereas under cointegration the … perform better than their parametric competitors. To test for nonlinear cointegration a variable addition test based on ranks …

Persistent link: https://www.econbiz.de/10009578004

Testing for breaks in cointegrated panels with common and idiosyncratic stochastic trends

Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - 2011

Persistent link: https://www.econbiz.de/10009381370

Purchasing power parity with rank tests for nonlinear cointegration in African countries

Liu, Yu-Shao; Su, Chi-Wei - In: The South African journal of economics 79 (2011) 1, pp. 17-26

Persistent link: https://www.econbiz.de/10009157580

Cointegrating polynomial regressions : fully modified OLS estimation and inference

Hong, Seung Hyun; Wagner, Martin - 2011

specification as well as a KPSS-type test for cointegration are derived. The theoretical analysis is complemented by a simulation …

Persistent link: https://www.econbiz.de/10009228949

Tests for cointegration rank and the initial condition

Ahlgren, Niklas; Juselius, Mikael - In: Empirical economics : a journal of the Institute for … 42 (2012) 3, pp. 667-691

Persistent link: https://www.econbiz.de/10009547172

Panel cointegration rank testing with cross-section dependence

Carrion i Silvestre, Josep Lluís; Surdeanu, Laura - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 4, pp. 1-41

Persistent link: https://www.econbiz.de/10009521856

A common-feature approach for testing present-value restrictions with financial data

Hecq, Alain W. J.; Issler, João Victor - 2011

Persistent link: https://www.econbiz.de/10009532945

Meta-analytic cointegrating rank tests for dependent panels

Karaman Örsal, Deniz Dilan; Arsova, Antonia - 2015

This paper proposes two new panel cointegrating rank tests which are robust to cross-sectional dependency. The dependence in the data generating process is modeled using unobserved common factors. The new tests are based on a metaanalytic approach, in which the p-values of the individual...

Persistent link: https://www.econbiz.de/10011392830