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Cointegration analysis using M estimators
Juhl, Ted - In: Economics letters 71 (2001) 2, pp. 149-154
Persistent link: https://www.econbiz.de/10001569095
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A Lagrange multiplier stationarity test using covariates
Juhl, Ted - In: Economics letters 85 (2004) 3, pp. 321-326
Persistent link: https://www.econbiz.de/10002367590
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A Lagrange multiplier stationarity test using covariates
Juhl, Ted - In: Economics letters 85 (2004) 3, pp. 321-326
Persistent link: https://www.econbiz.de/10006754448
Cover Image
Cointegration analysis using M estimators
Juhl, Ted - In: Economics letters 71 (2001) 2, pp. 149-154
Persistent link: https://www.econbiz.de/10006775135
Cover Image
Testing under local misspecification and artificial regressions
Bera, Anil K.; Montes-Rojas, Gabriel; Sosa-Escudero, Walter - In: Economics letters 104 (2009) 2, pp. 66-68
Persistent link: https://www.econbiz.de/10008270147
Cover Image
Testing under local misspecification and artificial regressions
Bera, Anil K.; Montes-Rojas, Gabriel; Sosa-Escudero, Walter - In: Economics letters 104 (2009) 2, pp. 66-69
Persistent link: https://www.econbiz.de/10008899068
Cover Image
Testing under local misspecification and artificial regressions
Bera, Anil K.; Montes-Rojas, Gabriel; Sosa Escudero, Walter - In: Economics letters 104 (2009) 2, pp. 66-68
Persistent link: https://www.econbiz.de/10003870162