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The power of single equation tests for cointegration when the cointegrating vector is prespecified
Zivot, Eric - In: Econometric theory 16 (2000) 3, pp. 407-439
Persistent link: https://www.econbiz.de/10001507494
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A Bayesian Analysis of the Unit Root Hypothesis Within an Unobserved Components Model
Zivot, Eric - In: Econometric theory 10 (1994) 3-4, pp. 552-578
Persistent link: https://www.econbiz.de/10007014661
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ARTICLES - The Power of Single Equation Tests for Cointegration When the Cointegrating Vector Is Prespecified
Zivot, Eric - In: Econometric theory 16 (2000) 3, pp. 407-440
Persistent link: https://www.econbiz.de/10006983608
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A NEW PROJECTION-TYPE SPLIT-SAMPLE SCORE TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION
Chaudhuri, Saraswata; Richardson, Thomas; Robins, James; … - In: Econometric theory 26 (2010) 6, pp. 1820-1838
Persistent link: https://www.econbiz.de/10008719746
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A new projection-type split-sample score test in linear instrumental variables regression
Chaudhuri, Saraswata; Richardson, Thomas; Robinson, … - In: Econometric theory 26 (2010) 6, pp. 1820-1837
Persistent link: https://www.econbiz.de/10008738324