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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
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PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY
Fanelli, Luca; Baillie, R.T.; Bekaert, G.; Hodrick, R.; … - In: Econometric theory 23 (2007) 6, pp. 1254
Persistent link: https://www.econbiz.de/10007869208
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THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES
Franchi, Massimo; Archontakis, F.; Bauer, D.; Wagner, M.; … - In: Econometric theory 23 (2007) 3, pp. 546-554
Persistent link: https://www.econbiz.de/10007718224
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THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL
Nielsen, Heino Bohn; Rahbek, Anders; Bacchiocchi, E.; … - In: Econometric theory 23 (2007) 4, pp. 615-637
Persistent link: https://www.econbiz.de/10007732418
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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/10006972305