Search Results - subject:"Regression-based cointegration testing"

Gomez-Biscarri, Javier; Hualde, Javier - In: Journal of Econometrics 186 (2015) 1, pp. 32-50

unit root and regression-based cointegration testing) which, without imposing a parametric specification for the short run …

Persistent link: https://www.econbiz.de/10011209275

Gómez Biscarri, Javier; Hualde, Javier - In: Journal of econometrics 186 (2015) 1, pp. 32-50

Persistent link: https://www.econbiz.de/10011348903

Gomez-Biscarri, Javier; Hualde, Javier - Barcelona Graduate School of Economics (Barcelona GSE) - 2014

unit root and regression-based cointegration testing) which provides an estimator of the cointegrating rank and data …

Persistent link: https://www.econbiz.de/10010950593