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A new poolability test for cointegrated panels
Westerlund, Joakim; Hess, Wolfgang - In: Journal of applied econometrics 26 (2011) 1, pp. 56-88
Persistent link: https://www.econbiz.de/10008936979
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Testing for multivariate cointegration in the presence of structural breaks : p-values and critical values
Giles, David E. A.; Godwin, Ryan T. - In: Applied economics letters 19 (2012) 16/18, pp. 1561-1565
Persistent link: https://www.econbiz.de/10009684132
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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/10009686189
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Cointegration and threshold adjustment
Enders, Walter (contributor); Siklos, Pierre L. (contributor) - 1998 - Rev. Mar 7/05
Persistent link: https://www.econbiz.de/10003734433
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A panic attack on unit roots and cointegration
Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 4, pp. 1127-1177
Persistent link: https://www.econbiz.de/10002132537
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New improved tests for cointegration with structural breaks
Westerlund, Joakim (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003274451
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Testing the null of co-integration in the presence of variance breaks
Cavaliere, Guiseppe; Taylor, Robert - 2005
Persistent link: https://www.econbiz.de/10002929019
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Testing of fractional cointegration in macroeconomic time series
Gil-Alaña, Luis A. - In: Oxford bulletin of economics and statistics 65 (2003) 4, pp. 517-529
Persistent link: https://www.econbiz.de/10001776839
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A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten (contributor) - In: Economics bulletin : EB (2003)
Persistent link: https://www.econbiz.de/10002489687
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New simple tests for panel cointegration
Westerlund, Joakim (contributor) - 2005 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002552459