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1
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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2
Tests for nonlinear
cointegration
Choi, In
;
Saikkonen, Pentti
- In:
Econometric theory
26
(
2010
)
3
,
pp. 682-709
Persistent link: https://www.econbiz.de/10003992424
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3
Lack-of-fit testing of the conditional mean function in a class of Markov multiplicative error models
Koul, Hira L.
;
Perera, Indeewara
;
Silvapulle, Mervyn J.
- In:
Econometric theory
28
(
2012
)
6
,
pp. 1283-1312
Persistent link: https://www.econbiz.de/10009743173
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4
Testing and inference in nonlinear cointegrating vector erro correction models
Kristensen, Dennis
;
Rahbek, Anders
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1238-1288
Persistent link: https://www.econbiz.de/10010343726
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5
Nonlinear cointegrating regression under weak identification
Shi, Xiaoxia
;
Phillips, Peter C. B.
- In:
Econometric theory
28
(
2012
)
3
,
pp. 509-547
Persistent link: https://www.econbiz.de/10009545835
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6
Specification testing driven by orthogonal series for nonlinear
cointegration
with endogeneity
Dong, Chaohua
;
Gao, Jiti
- In:
Econometric theory
34
(
2018
)
4
,
pp. 754-789
Persistent link: https://www.econbiz.de/10011951426
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7
Cointegrating polynomial regressions : fully modified OLS estimation and inference
Wagner, Martin
;
Hong, Seung Hyun
- In:
Econometric theory
32
(
2016
)
5
,
pp. 1289-1315
Persistent link: https://www.econbiz.de/10011661753
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8
A sieve bootstrap test for
cointegration
in a conditional error correction model
Palm, Franz C.
;
Smeekes, Stephan
;
Urbain, Jean-Pierre
- In:
Econometric theory
26
(
2010
)
3
,
pp. 647-681
Persistent link: https://www.econbiz.de/10003992422
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9
Asymptotic theory for the Durbin-Watson statistic under long-memory dependence
Nakamura, Shisei
;
Taniguchi, Masanobu
- In:
Econometric theory
15
(
1999
)
6
,
pp. 847-866
Persistent link: https://www.econbiz.de/10001507482
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10
The size distortion of bootstrap tests
Davidson, Russell
;
MacKinnon, James G.
- In:
Econometric theory
15
(
1999
)
3
,
pp. 361-376
Persistent link: https://www.econbiz.de/10001434314
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