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Unit root testing in integer-valued AR (1) models
Hellström, Jörgen - In: Economics letters 70 (2001) 1, pp. 9-14
Persistent link: https://www.econbiz.de/10001534695
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Frequency domain inference for univariate impule responses
Wright, Jonathan H. - In: Economics letters 63 (1999) 3, pp. 269-277
Persistent link: https://www.econbiz.de/10001398929
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New panel unit root tests of PPP
Coakley, Jerry - In: Economics letters 57 (1997) 1, pp. 17-22
Persistent link: https://www.econbiz.de/10001229597
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On the properties of the Dickey-Pantula test against fractional alternatives
Dolado, Juan J. - In: Economics letters 57 (1997) 1, pp. 11-16
Persistent link: https://www.econbiz.de/10001229602
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The power of the ADF test
López, J. Humberto - In: Economics letters 57 (1997) 1, pp. 5-10
Persistent link: https://www.econbiz.de/10001229603
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A note on the equivalence of long-run and short-run identifying restrictions in cointegrated systems
Ribba, Antonio - In: Economics letters 56 (1997) 3, pp. 273-276
Persistent link: https://www.econbiz.de/10001229826
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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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Exact initial conditions for maximum likelihood estimation of state space models with stochastic inputs
Casals, José - In: Economics letters 57 (1997) 3, pp. 261-267
Persistent link: https://www.econbiz.de/10001231515
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Generalized impulse response analysis in linear multivariate models
Pesaran, M. Hashem - In: Economics letters 58 (1998) 1, pp. 17-29
Persistent link: https://www.econbiz.de/10001233152
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On identifying permanent and transitory shocks in VAR models
Yang, Minxian - In: Economics letters 58 (1998) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10001235587