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Limit theory for explosively cointegrated systems
Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric theory 24 (2008) 4, pp. 865-887
Persistent link: https://www.econbiz.de/10003736837
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Dynamic model analysis : advanced matrix methods and unit root econometrics representation theorems
Faliva, Mario; Zoia, Maria Grazia - 2009 - 2. ed.
Persistent link: https://www.econbiz.de/10003744397
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Detection of functional form misspecification in cointegrating relations
Kasparis, Ioannis - In: Econometric theory 24 (2008) 5, pp. 1373-1403
Persistent link: https://www.econbiz.de/10003748799
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Money demand in Korea : a cointegration analysis, 1973-2014
Cho, Hyungsun Chloe; Ramírez, Miguel D. - In: Business and Economic Research : BER 6 (2016) 1, pp. 96-110
Persistent link: https://www.econbiz.de/10011452562
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Cointegration rank tests based on vector autoregressive approximations under alternative hypotheses
Odaki, Mitsuhiro - In: Economics letters 136 (2015), pp. 187-189
Persistent link: https://www.econbiz.de/10011436092
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FDI, exchange rate, and economic growth in Hungary, 1995-2012 : causality and cointegration analysis
Komuves, Zsofia; Ramírez, Miguel D. - In: Applied econometrics and international development 14 (2014) 1, pp. 45-58
Persistent link: https://www.econbiz.de/10011496596
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Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre; Rodríguez, Gabriel - In: The econometrics journal 19 (2016) 1, pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
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A jackknife correction to a test for cointegration rank
Chambers, Marcus J. - In: Econometrics : open access journal 3 (2015) 2, pp. 355-375
This paper investigates the performance of a jackknife correction to a test for cointegration rank in a vector …
Persistent link: https://www.econbiz.de/10011297630
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Note on fully modified estimation for three-regime threshold cointegration model
Wang, Chien-Ho - In: Theoretical economics letters 4 (2014) 6, pp. 506-512
Persistent link: https://www.econbiz.de/10010530796
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Foreign direct investment and macroeconomic factors : evidence from the Indian economy
Tripathi, Vanita; Seth, Ritika; Bhandari, Varun - In: Asia-Pacific journal of management research and … 11 (2015) 1, pp. 46-56
Persistent link: https://www.econbiz.de/10011383278