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~isPartOf:"Practical issues in cointegration analysis"
~language:"eng"
~language:"fra"
~language:"slk"
~person:"Doornik, Jurgen A."
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
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Practical issues in cointegration analysis
Journal of econometrics
67
Econometric theory
66
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
Econometric reviews
17
The econometrics journal
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Economic time series with random walk and other nonstationary components
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Approximations to the asymptotic distributions of cointegration tests
Doornik, Jurgen A.
- In:
Practical issues in cointegration analysis
,
(pp. 157-177)
.
1999
Persistent link: https://www.econbiz.de/10001550935
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2
Inference in cointegrating models : UK M1 revisited
Doornik, Jurgen A.
;
Hendry, David F.
;
Nielsen, Bent
- In:
Practical issues in cointegration analysis
,
(pp. 117-156)
.
1999
Persistent link: https://www.econbiz.de/10001550932
Saved in:
3
A primer on unit root testing
Phillips, Peter C. B.
;
Xiao, Zhijie
- In:
Practical issues in cointegration analysis
,
(pp. 7-53)
.
1999
Persistent link: https://www.econbiz.de/10001550918
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