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Finite sample comparison of parametric, semiparametric, and wavelet estimators of fractional integration
Nielsen, Morten Ørregaard; Frederiksen, Per - In: Econometric reviews 24 (2005) 4, pp. 405-443
Persistent link: https://www.econbiz.de/10003242862
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Lagrange-multiplier tests for weak exogeneity : a synthesis
Boswijk, Herman Peter - In: Econometric reviews 16 (1997) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10001217214
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Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter; Cavaliere, Giuseppe; De Angelis, Luca - In: Econometric reviews 42 (2023) 9/10, pp. 725-757
Persistent link: https://www.econbiz.de/10014420355