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type_genre:"Arbeitspapier"
isPartOf:"Research memorandum / METEOR"
~subject:"Cointegration"
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Research memorandum / METEOR
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1
Is double trouble? How to combine cointegration tests
Bayer, Christian
;
Hanck, Christoph
-
2008
Persistent link: https://www.econbiz.de/10003809042
Saved in:
2
Studying co-movements in large multivariate models without multivariate modelling
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
-
2007
Persistent link: https://www.econbiz.de/10003647580
Saved in:
3
A sieve bootstrap test for cointegration in a conditional error correction model
Palm, Franz C.
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
-
2007
Persistent link: https://www.econbiz.de/10003647697
Saved in:
4
Some cautions on the use of the LLC panel unit root test
Westerlund, Joakim
-
2006
Persistent link: https://www.econbiz.de/10003483115
Saved in:
5
Spurious regression in nonstationary panels with cross-unit cointegration
Urbain, Jean-Pierre
;
Westerlund, Joakim
-
2006
Persistent link: https://www.econbiz.de/10003483122
Saved in:
6
Panel cointegration testing in the presence of common factors
Gengenbach, Christian
;
Palm, Franz C.
;
Urbain, Jean-Pierre
-
2005
Persistent link: https://www.econbiz.de/10003319492
Saved in:
7
Testing for common cyclical features in VAR models with cointegration
Hecq, Alain W. J.
;
Palm, Franz C.
;
Urbain, Jean-Pierre
-
2001
Persistent link: https://www.econbiz.de/10001590410
Saved in:
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