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~person:"Chevillon, Guillaume"
~person:"Perron, Pierre"
~person:"Rodrigues, Paulo M. M."
~subject:"Kointegration"
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Chevillon, Guillaume
Perron, Pierre
Rodrigues, Paulo M. M.
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Robust inference in structural vector autoregressions with long-run restrictions
Chevillon, Guillaume
;
Mavroeidis, Sophocles
;
Zhang, Zhaoguo
- In:
Econometric theory
36
(
2020
)
1
,
pp. 86-121
Persistent link: https://www.econbiz.de/10012156818
Saved in:
2
Unit root and cointegration testing : guest editors' introduction
Lütkepohl, Helmut
;
Rodrigues, Paulo M. M.
- In:
Econometric theory
24
(
2008
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10003893874
Saved in:
3
Unit root and cointegration testing
Lütkepohl, Helmut
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003894166
Saved in:
4
Data dependent rules for selection of the number of leads and lags in the dynamic OLS cointegrating regression
Kejriwal, Mohitosh
;
Perron, Pierre
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1425-1441
Persistent link: https://www.econbiz.de/10003748806
Saved in:
5
A modified information criterion for cointegration tests based on a VAR approximation
Qu, Zhongjun
;
Perron, Pierre
- In:
Econometric theory
23
(
2007
)
4
,
pp. 638-685
Persistent link: https://www.econbiz.de/10003549586
Saved in:
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