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Specification via model selection in vector error correction models
Gonzalo, Jesús - In: Economics letters 60 (1998) 3, pp. 321-328
Persistent link: https://www.econbiz.de/10001251671
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Jointly testing linearity and nonstationarity within threshold autoregressions
Pitarakis, Jean-Yves - In: Economics letters 117 (2012) 2, pp. 411-413
Persistent link: https://www.econbiz.de/10009674731
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Testing for multicointegration
Engsted, Tom - In: Economics letters 56 (1997) 3, pp. 259-266
Persistent link: https://www.econbiz.de/10001229828
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P-Values for non-standard distributions with an application to the DF test
Adda, Jérôme - In: Economics letters 50 (1996) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001194697
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Testing for multicointegration
Engsted, T.; Gonzalo, J.; Haldrup, N. - In: Economics letters 56 (1997) 3, pp. 259-266
Persistent link: https://www.econbiz.de/10006790738
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P-Values for non-standard distributions with an application to the DF test
Adda, J.; Gonzalo, J. - In: Economics letters 50 (1996) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10006794414
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Specification via model selection in vector error correction models
Gonzalo, Jes`us; Pitarakis, Jean-Yves - In: Economics letters 60 (1998) 3, pp. 321-328
Persistent link: https://www.econbiz.de/10006787845
Cover Image
Jointly testing linearity and nonstationarity within threshold autoregressions
Pitarakis, Jean-Yves - In: Economics letters 117 (2012) 2, pp. 411-414
Persistent link: https://www.econbiz.de/10010021550