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Temporary cointegration with an application to interest rate parity
Siklos, Pierre L.; Granger, C. W. J. - 1996
Persistent link: https://www.econbiz.de/10000939553
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Bayesian tests for single equation cointegration in the case of structural breaks
Lubrano, Michel - 1992
Persistent link: https://www.econbiz.de/10000841556
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Cointegration and aggregation
Gonzalo, Jesús - 1992 - Rev
Persistent link: https://www.econbiz.de/10000854078
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Information-theoretic schemes for linearity testing under long-range dependence and cointegration
Aparicio Acosta, Felipe M.; Granger, C. W. J. - 1995
Persistent link: https://www.econbiz.de/10000914254
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A tutorial on linearity testing under long range dependence and cointegration
Aparicio Acosta, Felipe M.; Granger, C. W. J. - 1995
Persistent link: https://www.econbiz.de/10000914258
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I(0) In, integration and cointegration out : time series properties of endogenous growth models
Lau, Sau-Him Paul - In: Journal of econometrics 93 (1999) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001406635
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Testing exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren; Swensen, Anders Rygh - In: Journal of econometrics 93 (1999) 1, pp. 73-91
Persistent link: https://www.econbiz.de/10001406640
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Weak exogeneity in I(2) VAR systems
Paruolo, Paolo; Rahbek, Anders - In: Journal of econometrics 93 (1999) 2, pp. 281-308
Persistent link: https://www.econbiz.de/10001406658
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Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.; Phillips, Peter C. B. - In: Journal of econometrics 91 (1999) 2, pp. 227-271
Persistent link: https://www.econbiz.de/10001382089
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Tests of cointegrating rank with a trend-break
Inoue, Atsushi - In: Journal of econometrics 90 (1999) 2, pp. 215-237
Persistent link: https://www.econbiz.de/10001382112