Semi-nonparametric cointegration testing
Year of publication: |
2002
|
---|---|
Authors: | Boswijk, Herman Peter ; Lucas, André |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 108.2002, 2, p. 253-280
|
Subject: | Kointegration | Cointegration | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | Theorie | Theory |
-
Adapting a nonparametric pooling test for use in panel cointegration models
Mishra, Ashok K., (2006)
-
Interpretation and limits of sustainability tests in public finance
Lamé, G., (2014)
-
Rank-based tests of the cointegrating rank in semiparametric error correction models
Hallin, Marc, (2012)
- More ...
-
A comparison of parametric, semi-nonparametric, adaptive, and nonparametric cointegration tests
Boswijk, Herman Peter, (1999)
-
A comparison of parametric semi-nonparametric, adaptive, and nonparametric cointegration tests
Boswijk, Herman Peter, (2000)
-
Schätzung und Spezifikation ökonometrischer neuronaler Netze
Lucas, André, (2003)
- More ...