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Asymptotic efficiency of the two stage estimator in I (2) systems
Paruolo, Paolo - In: Econometric theory 16 (2000) 4, pp. 524-550
Persistent link: https://www.econbiz.de/10001517334
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Approximation of the asymptotic distribution of the log likelihood ratio test for cointegration
Larsson, Rolf - In: Econometric theory 15 (1999) 6, pp. 789-813
Persistent link: https://www.econbiz.de/10001507477
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Testing for the cointegrating rank of a VAR process with an intercept
Saikkonen, Pentti; Lütkepohl, Helmut - In: Econometric theory 16 (2000) 3, pp. 373-406
Persistent link: https://www.econbiz.de/10001507493
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A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren - In: Econometric theory 16 (2000) 5, pp. 740-778
Persistent link: https://www.econbiz.de/10001533173
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Cointegrating regressions with time varying coefficients
Park, Joon Y.; Hahn, Sang B. - In: Econometric theory 15 (1999) 5, pp. 664-703
Persistent link: https://www.econbiz.de/10001483394
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On asymptotic inference in cointegrated time series with fractionally integrated errors
Jeganathan, P. - In: Econometric theory 15 (1999) 4, pp. 583-621
Persistent link: https://www.econbiz.de/10001490744
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Efficient detrending in cointegrating regression
Xiao, Zhijie; Phillips, Peter C. B. - In: Econometric theory 15 (1999) 4, pp. 519-548
Persistent link: https://www.econbiz.de/10001492212
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Identification and dichotomization of long- and short-run relations of cointegrated vector autoregressive models
Hsiao, Cheng - In: Econometric theory 17 (2001) 5, pp. 889-912
Persistent link: https://www.econbiz.de/10001609161
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Some limit theory for autocovariances whose order depends on sample size
Harris, David; McCabe, Brendan Peter Martin; Leybourne, … - In: Econometric theory 19 (2003) 5, pp. 829-864
Persistent link: https://www.econbiz.de/10001802822
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Inference on segmented cointegration
Kim, Chae-yŏng - In: Econometric theory 19 (2003) 4, pp. 620-639
Persistent link: https://www.econbiz.de/10001777189