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ECONIS (ZBW)
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1
A CUSUM test for
cointegration
using regression residuals
Xiao, Zhijie
;
Phillips, Peter C. B.
-
2001
Persistent link: https://www.econbiz.de/10001618852
Saved in:
2
End-of-sample
cointegration
breakdown tests
Andrews, Donald W. K.
;
Kim, Chae-yŏng
-
2002
Persistent link: https://www.econbiz.de/10001739950
Saved in:
3
Nonlinear cointegrating regression under weak identification
Shi, Xiaoxia
;
Phillips, Peter C. B.
-
2010
Persistent link: https://www.econbiz.de/10008656750
Saved in:
4
Specification testing for nonlinear cointegrating regression
Wang, Qiying
;
Phillips, Peter C. B.
-
2011
cointegration
and regressors that have autoregressive unit roots or near unit roots. The limit theory for the specification test …
Persistent link: https://www.econbiz.de/10008826041
Saved in:
5
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
6
New asymptotics applied to functional coefficient regression and climate sensitivity analysis
Wang, Qiying
;
Phillips, Peter C. B.
;
Wang, Ying
-
2023
Persistent link: https://www.econbiz.de/10014317586
Saved in:
7
Consistent model and moment selection criteria for GMM estimation with application to dynamic panel data models
Andrews, Donald W. K.
;
Lu, Biao
-
1999
-
Rev
Persistent link: https://www.econbiz.de/10001445444
Saved in:
8
Optimal changepoint tests for normal linear regression
Andrews, Donald W. K.
;
Lee, Inpyo
;
Ploberger, Werner
-
1992
Persistent link: https://www.econbiz.de/10000835912
Saved in:
9
Testing covariance stationarity under moment condition failure with an application to common stock returns
Phillips, Peter C. B.
;
Loretan, Mico
-
1990
Persistent link: https://www.econbiz.de/10000792321
Saved in:
10
Estimation and testing
Andrews, Donald W. K.
-
1988
-
Rev.
Persistent link: https://www.econbiz.de/10000801951
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