Narrow search
Showing 11 - 20 of 986
Cover Image
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter; Cavaliere, Giuseppe; Rahbek, Anders - 2013
Persistent link: https://www.econbiz.de/10010206033
Cover Image
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter; Cavaliere, Giuseppe; Rahbek, Anders - In: Journal of econometrics 192 (2016) 1, pp. 64-85
Persistent link: https://www.econbiz.de/10011615672
Cover Image
Determining the cointegration rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe; De Angelis, Luca; Rahbek, Anders; … - In: Econometric theory 34 (2018) 2, pp. 349-382
Persistent link: https://www.econbiz.de/10011950959
Cover Image
Testing the null of co-integration in the presence of variance breaks
Cavaliere, Guiseppe; Taylor, Robert - 2005
Persistent link: https://www.econbiz.de/10002929019
Cover Image
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001409492
Cover Image
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001409493
Cover Image
An optimal test against a Random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W. - 2000
Persistent link: https://www.econbiz.de/10013442514
Cover Image
Testing against stochastic trend and seasonality in the presence ofunattended breaks and unit roots
Busetti, Fabio - 2003
Persistent link: https://www.econbiz.de/10013439314
Cover Image
Fluctuation tests for a change in persistence
Taylor, Robert - 2004
Persistent link: https://www.econbiz.de/10002141954
Cover Image
Fluctuation tests for a change in persistence
Taylor, Robert - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 207-230
Persistent link: https://www.econbiz.de/10002693278