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TESTING FOR THE COINTEGRATING...
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BREAK DATE ESTIMATION FOR VAR PROCESSES WITH LEVEL SHIFT WITH AN APPLICATION TO COINTEGRATION TESTING
Saikkonen, Pentti
;
L tkepohl, Helmut
;
Trenkler, Carsten
- In:
Econometric Theory
22
(
2006
)
01
,
pp. 15-68
Persistent link: https://www.econbiz.de/10005104574
Saved in:
2
LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS
Saikkonen, Pentti
;
L tkepohl, Helmut
- In:
Econometric Theory
15
(
1999
)
01
,
pp. 50-78
Persistent link: https://www.econbiz.de/10005411776
Saved in:
3
TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME
Saikkonen, Pentti
;
L tkepohl, Helmut
- In:
Econometric Theory
18
(
2002
)
02
,
pp. 313-348
Persistent link: https://www.econbiz.de/10005610579
Saved in:
4
COMPARISON OF BOOTSTRAP CONFIDENCE INTERVALS FOR IMPULSE RESPONSES OF GERMAN MONETARY SYSTEMS
Benkwitz, Alexander
;
L tkepohl, Helmut
;
Wolters, J rgen
- In:
Macroeconomic Dynamics
5
(
2001
)
01
,
pp. 81-100
Persistent link: https://www.econbiz.de/10005264902
Saved in:
5
TRANSMISSION OF GERMAN MONETARY POLICY IN THE PRE-EURO PERIOD
L TKEPOHL, HELMUT
;
WOLTERS, J RGEN
- In:
Macroeconomic Dynamics
7
(
2003
)
05
,
pp. 711-733
Persistent link: https://www.econbiz.de/10005425263
Saved in:
6
A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES
Johansen, S ren
;
L tkepohl, Helmut
- In:
Econometric Theory
21
(
2005
)
03
,
pp. 653-658
Persistent link: https://www.econbiz.de/10005610308
Saved in:
7
UNIT ROOT AND COINTEGRATION TESTING: GUEST EDITORS' INTRODUCTION
L tkepohl, Helmut
;
Rodrigues, Paulo M.M.
- In:
Econometric Theory
24
(
2008
)
01
,
pp. 1-6
Persistent link: https://www.econbiz.de/10005610448
Saved in:
8
Stability of regime switching error correction models under linear cointegration
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
1
,
pp. 294-318
Persistent link: https://www.econbiz.de/10003894159
Saved in:
9
Cointegrating smooth transition regressions
Saikkonen, Pentti
;
Choi, In
- In:
Econometric theory
20
(
2004
)
2
,
pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
Saved in:
10
Stability results for nonlinear error correction models
Saikkonen, Pentti
- In:
Journal of econometrics
127
(
2005
)
1
,
pp. 69-81
Persistent link: https://www.econbiz.de/10002756922
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