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Spectral analysis of fractionally cointegrated systems
Nielsen, Morten Ørregaard - In: Economics letters 83 (2004) 2, pp. 225-231
Persistent link: https://www.econbiz.de/10001991527
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Noncontemporaneous cointegration and the importance of timing
Nielsen, Morten Ørregaard - In: Economics letters 86 (2005) 1, pp. 113-119
Persistent link: https://www.econbiz.de/10002516515
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Artificial regressions and C ([alpha]) tests
Davidson, Russell - In: Economics letters 35 (1991) 2, pp. 149-153
Persistent link: https://www.econbiz.de/10001102150
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Noncontemporaneous cointegration and the importance of timing
Nielsen, Morten Ørregaard - In: Economics letters 86 (2005) 1, pp. 113-120
Persistent link: https://www.econbiz.de/10006749174
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Spectral analysis of fractionally cointegrated systems
Nielsen, Morten Ørregaard - In: Economics letters 83 (2004) 2, pp. 225-232
Persistent link: https://www.econbiz.de/10006757772
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Convenient singularities and maximum likelihood estimation
MacKinnon, James G. - In: Economics letters 3 (1979) 1, pp. 41-44
Persistent link: https://www.econbiz.de/10002259266
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Efficient estimation of tail-area probabilities in sampling experiments
Davidson, Russel; MacKinnon, James G. - In: Economics letters 8 (1981) 1, pp. 73-77
Persistent link: https://www.econbiz.de/10002057726
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Estimating the covariance matrix for regression models with AR(1) errors and lagged dependent variables
Davidson, Russell; MacKinnon, James G. - In: Economics letters 6 (1980) 2, pp. 119-123
Persistent link: https://www.econbiz.de/10002057754
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On a simple procedure for testing non-nested regression models
Davidson, Russell; MacKinnon, James G. - In: Economics letters 5 (1980) 1, pp. 45-48
Persistent link: https://www.econbiz.de/10002057780