Narrow search
Showing 1 - 10 of 399
Cover Image
Regression theory for nearly cointegrated time series
Jansson, Michael; Haldrup, Niels - In: Econometric theory 18 (2002) 6, pp. 1309-1335
Persistent link: https://www.econbiz.de/10001716904
Cover Image
Estimation of cointregrating vectors with time series measured at different periodicity
Pons Rotger, Gabriel; Sansó, Andreu - In: Econometric theory 21 (2005) 4, pp. 735-756
Persistent link: https://www.econbiz.de/10003004715
Cover Image
A note on testing restrictions for the cointegration parameters of a VAR with I (2) variables
Johansen, Søren; Lütkepohl, Helmut - In: Econometric theory 21 (2005) 3, pp. 653-658
Persistent link: https://www.econbiz.de/10002794790
Cover Image
Cointegration and representation of cointegrated autoregressive processes in Banach spaces
Seo, Won-Ki - In: Econometric theory 39 (2023) 4, pp. 737-788
Persistent link: https://www.econbiz.de/10014342259
Cover Image
Unit root and cointegrating limit theory when initialization is in the infinite past
Phillips, Peter C. B.; Magdalinos, Tassos - In: Econometric theory 25 (2009) 6, pp. 1682-1715
Persistent link: https://www.econbiz.de/10003904436
Cover Image
Testing the null of no cointegration when covariates are known to have a unit root
Elliott, Graham; Pesavento, Elena - In: Econometric theory 25 (2009) 6, pp. 1829-1850
Persistent link: https://www.econbiz.de/10003904447
Cover Image
Mixed normal inference on multicointegration
Boswijk, Herman Peter - In: Econometric theory 26 (2010) 5, pp. 1565-1576
Persistent link: https://www.econbiz.de/10008662656
Cover Image
Fully modified estimation of seasonally cointegrated processes
Grégoir, Stéphane - In: Econometric theory 26 (2010) 5, pp. 1491-1528
Persistent link: https://www.econbiz.de/10008662659
Cover Image
Time-varying cointegration
Bierens, Herman J.; Martins, Luís Filipe - In: Econometric theory 26 (2010) 5, pp. 1453-1490
Persistent link: https://www.econbiz.de/10008662660
Cover Image
Unit root and cointegration testing : guest editors' introduction
Lütkepohl, Helmut; Rodrigues, Paulo M. M. - In: Econometric theory 24 (2008) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10003893874