Narrow search
Showing 1 - 8 of 8
Cover Image
A residual-based test of the null of cointegration against the alternative of no cointegration
Shin, Yongcheol - In: Econometric theory 10 (1994) 1, pp. 91-115
Persistent link: https://www.econbiz.de/10001163336
Cover Image
Testing for cointegration in nonlinear smooth transition error correction models
Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Econometric theory 22 (2006) 2, pp. 279-303
Persistent link: https://www.econbiz.de/10003301237
Cover Image
A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration
Shin, Yongcheol - In: Econometric theory 10 (1994) 1, pp. 91-115
Persistent link: https://www.econbiz.de/10007014701
Cover Image
TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Econometric theory 22 (2006) 2, pp. 279-303
Persistent link: https://www.econbiz.de/10006955253
Cover Image
Multivariate linear rational expectations models : characterization of the nature of the solutions and their fully recursive computation
Binder, Michael - In: Econometric theory 13 (1997) 6, pp. 877-888
Persistent link: https://www.econbiz.de/10001236160
Cover Image
Real-time econometrics
Pesaran, M. Hashem; Timmermann, Allan - In: Econometric theory 21 (2005) 1, pp. 212-231
Persistent link: https://www.econbiz.de/10002674695
Cover Image
Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - In: Econometric theory 21 (2005) 4, pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
Cover Image
The ET interview : Professor Hashem Pesaran
Pesaran, M. Hashem (interviewee);  … - In: Econometric theory 35 (2019) 4, pp. 685-728
Persistent link: https://www.econbiz.de/10012386850