Narrow search
Showing 1 - 5 of 5
Cover Image
The impossiblity of consistent discrimination between I(0) and I(1) processes
Müller, Ulrich K. - In: Econometric theory 24 (2008) 3, pp. 616-630
Persistent link: https://www.econbiz.de/10003894273
Cover Image
TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT
Elliott, Graham; Pesavento, Elena - In: Econometric theory 25 (2009) 6, pp. 1829-1850
Persistent link: https://www.econbiz.de/10008325208
Cover Image
Inference in Models with Nearly Integrated Regressors
Cavanagh, Christopher L.; Elliott, Graham; Stock, James H. - In: Econometric theory 11 (1995) 5, pp. 1131-1147
Persistent link: https://www.econbiz.de/10007009737
Cover Image
Inference in Time Series Regression When the Order of Integration of a Regressor is Unknown
Elliott, Graham; Stock, James H. - In: Econometric theory 10 (1994) 3-4, pp. 672-700
Persistent link: https://www.econbiz.de/10007014655
Cover Image
Testing the null of no cointegration when covariates are known to have a unit root
Elliott, Graham; Pesavento, Elena - In: Econometric theory 25 (2009) 6, pp. 1829-1850
Persistent link: https://www.econbiz.de/10003904447