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Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.; Phillips, Peter C. B. - In: Journal of econometrics 232 (2023) 2, pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
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Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure
Bertsatos, Georgios; Sakellarēs, Plutarchos; Tsionas, … - In: Empirical economics : a quarterly journal of the … 62 (2022) 2, pp. 605-634
Persistent link: https://www.econbiz.de/10012819488
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Nonparametric testing for linearity in cointegrated error-correction models
Seo, Byeongseon - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 2, pp. 1-26
Persistent link: https://www.econbiz.de/10009521205
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A misspecification test for multiplicative error models of non-negative time series processes
Gao, Jiti; Kim, Nam Hyun; Saart, Patrick W. - In: Journal of econometrics 189 (2015) 2, pp. 346-359
Persistent link: https://www.econbiz.de/10011504553
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Residuals-based tests for cointegration with generalized least-squares detrended data
Perron, Pierre; Rodríguez, Gabriel - In: The econometrics journal 19 (2016) 1, pp. 84-111
Persistent link: https://www.econbiz.de/10011487613
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Multiple testing for no cointegration under nonstationary volatility
Demetrescu, Matei; Hanck, Christoph - In: Oxford bulletin of economics and statistics 80 (2018) 3, pp. 485-513
Persistent link: https://www.econbiz.de/10011969530
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Specification testing driven by orthogonal series for nonlinear cointegration with endogeneity
Dong, Chaohua; Gao, Jiti - In: Econometric theory 34 (2018) 4, pp. 754-789
Persistent link: https://www.econbiz.de/10011951426
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Estimation and test for quantile nonlinear cointegrating regression
Li, Haiqi; Zheng, Chaowen; Guo, Yu - In: Economics letters 148 (2016), pp. 27-32
Persistent link: https://www.econbiz.de/10011619779
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Do exports lead economic output in five Asian countries? : a cointegration and Granger Causality analysis
Huang, Jiayin; Ramírez, Miguel D. - In: Business and Economic Research : BER 6 (2016) 2, pp. 30-50
Persistent link: https://www.econbiz.de/10011575379
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The Fourier approximation and testing for the null of cointegration
Tsong, Ching-Chuan; Lee, Cheng-Feng; Tsai, Li-Ju; Hu, … - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 1085-1113
Persistent link: https://www.econbiz.de/10011554372