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The rank of a submatrix of cointegration
Kurozumi, Eiji - In: Econometric theory 21 (2005) 2, pp. 299-325
Persistent link: https://www.econbiz.de/10002740620
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Determining the cointegration rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe; De Angelis, Luca; Rahbek, Anders; … - In: Econometric theory 34 (2018) 2, pp. 349-382
Persistent link: https://www.econbiz.de/10011950959
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Break date estimation for VAR processes with level shift with an application to cointegration testing
Saikkonen, Pentti; Lütkepohl, Helmut; Trenkler, Carsten - In: Econometric theory 22 (2006) 1, pp. 15-68
Persistent link: https://www.econbiz.de/10003272608
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Rank estimators for a transformation model
Asparouhova, Elena; Golanski, Robert; Kasprzyk, Krzystof; … - In: Econometric theory 18 (2002) 5, pp. 1099-1120
Persistent link: https://www.econbiz.de/10001702333
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On rank estimation in symmetric matrices : the case of indefinite matrix estimators
Donald, Stephen G.; Fortuna, Natércia; Pipiras, Vladas - In: Econometric theory 23 (2007) 6, pp. 1217-1232
Persistent link: https://www.econbiz.de/10003591865
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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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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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The asymptotic efficiency of cointegration estimators under temporal aggregation
Chambers, Marcus J. - In: Econometric theory 19 (2003) 1, pp. 49-77
Persistent link: https://www.econbiz.de/10001728173
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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
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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