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A note on weak exogeneity in VAR cointegrated models
Dolado, Juan J. - In: Economics letters 38 (1992) 2, pp. 139-143
Persistent link: https://www.econbiz.de/10001122961
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Do we reject rational expectations models too often? : interpreting evidence using Nagar expansions
Banerjee, Anindya - In: Economics letters 1 (1987), pp. 27-32
Persistent link: https://www.econbiz.de/10001032508
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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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Rejections of orthogonality in rational expectations models : further Monte Carlo results for an extended set of regressors
Galbraith, John W. - In: Economics letters 3 (1987), pp. 243-247
Persistent link: https://www.econbiz.de/10001038836
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Orthogonality test with de-trended data : interpreting Monte-Carlo results using Nagar expansions
Banerjee, Anindya - In: Economics letters 32 (1990) 1, pp. 19-24
Persistent link: https://www.econbiz.de/10001080487
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Efficiency improvements for minimum distance estimation of causal and invertible ARMA models
Lobato, Ignacio N.; Velasco, Carlos - In: Economics letters 162 (2018), pp. 150-152
Persistent link: https://www.econbiz.de/10011939823
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Power comparison among tests for fractional unit roots
Lobato, Ignacio N.; Velasco, Carlos - In: Economics letters 99 (2008) 1, pp. 152-154
Persistent link: https://www.econbiz.de/10007988706
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Power comparison among tests for fractional unit roots
Lobato, Ignacio N.; Velasco, Carlos - In: Economics letters 99 (2008) 1, pp. 152-155
Persistent link: https://www.econbiz.de/10008897651
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Power comparison among tests for fractional unit roots
Lobato, Ignacio N.; Velasco, Carlos - In: Economics letters 99 (2008) 1, pp. 152-154
Persistent link: https://www.econbiz.de/10003723285