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On the ranks of tests having null of cointegration: a monte carlo comparison

Isac, Nicoleta; Dobrin, Cosmin; Hussan, Mehmood; Khan, … - In: Management research and practice : MRP 12 (2020) 2, pp. 58-69

Persistent link: https://www.econbiz.de/10012415157

On the instability of Tunisian money demand : some empirical issues with structural breaks

Mgadmi, Nidhal; Rachdi, Houssem; Saidi, Hichem; Guesmi, … - In: Journal of quantitative economics 17 (2019) 1, pp. 153-165

Persistent link: https://www.econbiz.de/10012418640

Bootstrap Bartlett adjustment for hypotheses testing on cointegrating vectors

Canepa, Alessandra - 2020

Persistent link: https://www.econbiz.de/10012386989

Testing and inference in nonlinear cointegrating vector error correction models

Kristensen, Dennis; Rahbek, Anders - 2010

Persistent link: https://www.econbiz.de/10008661901

Combining p-values to test for multiple structural breaks in cointegrated regressions

Bergamelli, Michele; Bianchi, Annamaria; Khalaf, Lynda; … - In: Journal of econometrics 211 (2019) 2, pp. 461-482

Persistent link: https://www.econbiz.de/10012303823

The expectations hypothesis of the term structure of interest rates: evidence from the Fourier cointegration test

Güriş, Burak - In: Selected topics in applied econometrics, (pp. 139-147). 2019

Persistent link: https://www.econbiz.de/10012286977

Do exports lead economic output in five Asian countries? : a cointegration and Granger Causality analysis

Huang, Jiayin; Ramírez, Miguel D. - In: Business and Economic Research : BER 6 (2016) 2, pp. 30-50

Persistent link: https://www.econbiz.de/10011575379

Testing for the equality of integration orders of multiple series

Wang, Man; Chan, Ngai Hang - In: Econometrics : open access journal 4 (2016) 4, pp. 1-10

essential step in testing for (fractional) cointegration in the bivariate case. For the multivariate case, there are several … versions of cointegration, and the version given in Robinson and Yajima (2002) has received much attention. In this definition … integration order. Furthermore, this time series vector is said to be cointegrated if there exists a cointegration in any of the …

Persistent link: https://www.econbiz.de/10011650498

Do exports lead economic output in five Asian countries? : a cointegration and granger causality analysis

Huang, Jiayi; Ramírez, Miguel D. - In: Inventi impact: international trade (2017) 1, pp. 24-44

Persistent link: https://www.econbiz.de/10011689045

Semiparametric error-correction models for cointegration with trends : Pseudo-Gaussian and optimal rank-based tests of the cointegration rank

Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - In: Journal of econometrics 190 (2016) 1, pp. 46-61

Persistent link: https://www.econbiz.de/10011591614