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Mixed normal inference on multicointegration
Boswijk, Herman Peter - In: Econometric theory 26 (2010) 5, pp. 1565-1576
Persistent link: https://www.econbiz.de/10008662656
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Mixed normality and ancillarity in
Boswijk, Herman Peter - In: Econometric theory 16 (2000) 6, pp. 878-904
Persistent link: https://www.econbiz.de/10001548334
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A sieve bootstrap test for cointegration in a conditional error correction model
Palm, Franz C.; Smeekes, Stephan; Urbain, Jean-Pierre - In: Econometric theory 26 (2010) 3, pp. 647-681
Persistent link: https://www.econbiz.de/10003992422
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A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL
Palm, Franz C.; Smeekes, Stephan; Urbain, Jean-Pierre - In: Econometric theory 26 (2010) 3, pp. 647-682
Persistent link: https://www.econbiz.de/10008415360
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ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS
Scherrer, Wolfgang; Ribarits, Eva; Baba, Y.; Engle, R.F.; … - In: Econometric theory 23 (2007) 3, pp. 464-484
Persistent link: https://www.econbiz.de/10007718228