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The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model
Johansen, Søren - 2001
Persistent link: https://www.econbiz.de/10001582517
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Controlling inflation in a cointegrated vector autoregressive model with an application to US data
Johansen, Søren; Jusélius, Katarina - 2001
Persistent link: https://www.econbiz.de/10001582520
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Testing for cointegration with threshold adjustment in the presence of structural breaks
Schweikert, Karsten - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10012406026
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A simple solution of the spurious regression problem
Wang, Cindy Shin-Huei; Hafner, Christian M. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 3, pp. 1-14
Persistent link: https://www.econbiz.de/10011897483