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1
Estimation of a level shift in panel data with fractionally integrated errors
Chang, Seong Yeon
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886440
Saved in:
2
Semiparametric selection of seasonal cointegrating ranks using information criteria
Seong, Byeongchan
- In:
Economics letters
120
(
2013
)
3
,
pp. 592-595
Persistent link: https://www.econbiz.de/10010187163
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3
The FMLS-based CUSUM statistic for testing the null of smooth time-varying
cointegration
in the presence of a structural break
Neto, David
- In:
Economics letters
125
(
2014
)
2
,
pp. 208-211
Persistent link: https://www.econbiz.de/10010505390
Saved in:
4
Cointegration
rank tests based on vector autoregressive approximations under alternative hypotheses
Odaki, Mitsuhiro
- In:
Economics letters
136
(
2015
),
pp. 187-189
Persistent link: https://www.econbiz.de/10011436092
Saved in:
5
Residual-based test for fractional
cointegration
Wang, Bin
;
Wang, Man
;
Chan, Ngai Hang
- In:
Economics letters
126
(
2015
),
pp. 43-46
Persistent link: https://www.econbiz.de/10011376390
Saved in:
6
A residual based test for the numm hypothesis of
cointegration
Xiao, Zhijie
- In:
Economics letters
64
(
1999
)
2
,
pp. 133-141
Persistent link: https://www.econbiz.de/10001399210
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7
Logarithmic spurious regressions
Jong, Robert M. de
- In:
Economics letters
81
(
2003
)
1
,
pp. 13-21
Persistent link: https://www.econbiz.de/10001796375
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8
Recursive mean adjustment and tests for nonstationarities
Shin, Dong Wan
;
So, Beong Soo
- In:
Economics letters
75
(
2002
)
2
,
pp. 203-208
Persistent link: https://www.econbiz.de/10001650992
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9
Stock prices and demographic structure : a
cointegration
approach
Bae, Youngsoo
- In:
Economics letters
107
(
2010
)
3
,
pp. 341-344
Persistent link: https://www.econbiz.de/10008648226
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10
Bonferroni correction for seasonal cointegrating ranks
Seong, Byeongchan
- In:
Economics letters
103
(
2009
)
1
,
pp. 42-44
Persistent link: https://www.econbiz.de/10003838940
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