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Nuisance parameter free inference on cointegration parameters in the presence of a variance shift
Boswijk, Herman Peter - In: Economics letters 107 (2010) 2, pp. 190-193
Persistent link: https://www.econbiz.de/10003991924
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Measuring the economic value of loan advice
Taylor, Nicholas - In: Economics letters 117 (2012) 3, pp. 615-618
Persistent link: https://www.econbiz.de/10009679076
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Testing forecasting model versatility
Taylor, Nicholas - In: Economics letters 117 (2012) 3, pp. 803-806
Persistent link: https://www.econbiz.de/10009682678
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Testing for periodic integration
Boswijk, Herman Peter - In: Economics letters 48 (1995) 3, pp. 241-248
Persistent link: https://www.econbiz.de/10001184868
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Nuisance parameter free inference on cointegration parameters in the presence of a variance shift
Boswijk, H. Peter - In: Economics letters 107 (2010) 2, pp. 190-194
Persistent link: https://www.econbiz.de/10008400759
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Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors
VanGarderen, Kees Jan; Boswijk, Herman Peter - In: Economics letters 122 (2014) 2, pp. 224-228
Persistent link: https://www.econbiz.de/10010395161