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Unbalanced cointegration
Hualde, Javier - In: Econometric theory 22 (2006) 5, pp. 765-814
Persistent link: https://www.econbiz.de/10003379092
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DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
Hualde, Javier; Velasco, Carlos; Beran, J.; Breitung, J.; … - In: Econometric theory 24 (2008) 1, pp. 216-255
Persistent link: https://www.econbiz.de/10007896788
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UNBALANCED COINTEGRATION
Hualde, Javier - In: Econometric theory 22 (2006) 5, pp. 765-814
Persistent link: https://www.econbiz.de/10007292704
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Distribution-free tests of fractional cointegration
Hualde, Javier; Velasco, Carlos - In: Econometric theory 24 (2008) 1, pp. 216-255
Persistent link: https://www.econbiz.de/10003894150
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Truncated sum of squares estimation of fractional time series models with deterministic trends
Hualde, Javier; Nielsen, Morten Ørregaard - In: Econometric theory 36 (2020) 4, pp. 751-772
Persistent link: https://www.econbiz.de/10012258429