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A test strategy for spurious spatial regression, spatial nonstationarity, and spatial cointegration
Lauridsen, Jørgen; Kosfeld, Reinhold - In: Papers in regional science : the journal of the … 85 (2006) 3, pp. 363-377
Persistent link: https://www.econbiz.de/10003393588
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How stable are monetary models of the dollar-euro exchange rate? : a time-varying coefficient approach
Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2009
. -- Structural exchange rate models ; cointegration ; structural breaks ; switching regression ; time-varying coefficient approach …
Persistent link: https://www.econbiz.de/10003877676
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Three essays on nonlinear nonstationary econometrics and applied macroeconomics
Bae, Youngsoo - 2006
Persistent link: https://www.econbiz.de/10003965066
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Long-term relationship between intra-trade and total trade of member countries of ASEAN
Metwally, Mokhtar Mohammed - In: The Asian economic review : journal of the Indian … 51 (2009) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10003858028
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Nonlinear cointegrating regression under weak identification
Shi, Xiaoxia; Phillips, Peter C. B. - 2010
Persistent link: https://www.econbiz.de/10008656750
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The study of urban poverty in Pakistan : inference from cointegrated regression (1964 - 2006)
Zaman, Khalid; Rashid, Kashif - In: Journal of social and economic development 13 (2011) 1, pp. 110-132
Persistent link: https://www.econbiz.de/10009011471
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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/10009228949
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Forecasting mixed frequency time series with ECM-MIDAS models
Götz, Thomas B.; Hecq, Alain W. J.; Urbain, Jean-Pierre - 2012
Persistent link: https://www.econbiz.de/10009506570
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Nonlinear cointegrating regression under weak identification
Shi, Xiaoxia; Phillips, Peter C. B. - In: Econometric theory 28 (2012) 3, pp. 509-547
Persistent link: https://www.econbiz.de/10009545835
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How useful is yet another data-driven bandwidth in long-run variance estimation? : a simulation study on cointegrating regressions
Hirukawa, Masayuki - In: Economics letters 111 (2011) 2, pp. 170-172
Persistent link: https://www.econbiz.de/10009242383