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The power of the KPSS-test for cointegration when residuals are fractionally integrated
Sibbertsen, Philipp; Krämer, Walter - In: Economics letters 91 (2006) 3, pp. 321-324
Persistent link: https://www.econbiz.de/10007259472
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The power of the KPSS-test for cointegration when residuals are fractionally integrated
Sibbertsen, Philipp; Krämer, Walter - In: Economics letters 91 (2006) 3, pp. 321-324
Persistent link: https://www.econbiz.de/10003333609
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A Hausman test with trending data
Krämer, Walter - In: Economics letters 19 (1985) 4, pp. 323-325
Persistent link: https://www.econbiz.de/10001008946
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Fractional integration and the augmented Dickey-Fuller test
Krämer, Walter - In: Economics letters 61 (1998) 3, pp. 269-272
Persistent link: https://www.econbiz.de/10001252469
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On the consequences of trend for simultaneous equation estimation
Krämer, Walter - In: Economics letters 14 (1984) 1, pp. 23-30
Persistent link: https://www.econbiz.de/10002251810
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Long memory with Markov-Switching GARCH
Krämer, Walter - In: Economics letters 99 (2008) 2, pp. 390-392
Persistent link: https://www.econbiz.de/10003723848
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Tests of bias in log-periodogram regression
Davidson, James; Sibbertsen, Philipp - In: Economics letters 102 (2009) 2, pp. 83-86
Persistent link: https://www.econbiz.de/10008170741
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Long memory and changing persistence
Kruse, Robinson; Sibbertsen, Philipp - In: Economics letters 114 (2012) 3, pp. 268-273
Persistent link: https://www.econbiz.de/10009825467
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On tests for linearity against STAR models with deterministic trends
Kaufmann, Hendrik; Kruse, Robinson; Sibbertsen, Philipp - In: Economics letters 117 (2012) 1, pp. 268-272
Persistent link: https://www.econbiz.de/10010018230
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Tests of bias in log-periodogram regression
Davidson, James; Sibbertsen, Philipp - In: Economics letters 102 (2009) 2, pp. 83-87
Persistent link: https://www.econbiz.de/10008882501