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Numerical distribution functions of fractional unit root and cointegration tests
MacKinnon, James G.; Nielsen, Morten Ørregaard - In: Journal of applied econometrics 29 (2014) 1, pp. 161-171
Persistent link: https://www.econbiz.de/10010414227
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Distribution approximations for cointegration tests with stationary exogenous regressors
Boswijk, Herman Peter; Doornik, Jurgen A. - In: Journal of applied econometrics 20 (2005) 6, pp. 797-810
Persistent link: https://www.econbiz.de/10003168945
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Stochastic search variable selection in vector error correction models with an application to a model of the UK macroeconomy
Jochmann, Markus; Koop, Gary; Leon-Gonzalez, Roberto; … - In: Journal of applied econometrics 28 (2013) 1, pp. 62-81
Persistent link: https://www.econbiz.de/10009733363
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Adaptive estimation of cointegrated models : simulation evidence and an application to the forward exchange market
Hodgson, Douglas J. - In: Journal of applied econometrics 14 (1999) 6, pp. 627-650
Persistent link: https://www.econbiz.de/10001440633
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The demand for money at the zero interest rate bound
Watanabe, Tsutomu; Tomoyoshi, Yabu - In: Journal of applied econometrics 38 (2023) 6, pp. 968-976
Persistent link: https://www.econbiz.de/10014432204
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ARDL bounds test for cointegration : Replicating the Pesaran et al. (2001) results for the UK earnings equation using R
Natsiopoulos, Kleanthis; Tzeremes, Nickolaos G. - In: Journal of applied econometrics 37 (2022) 5, pp. 1079-1090
Persistent link: https://www.econbiz.de/10013464657
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Near unit roots, cointegration, and the term structure of interest rates
Lanne, Markku - In: Journal of applied econometrics 15 (2000) 5, pp. 513-529
Persistent link: https://www.econbiz.de/10001533584
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Common cycles in seasonal non-stationary time series
Cubadda, Gianluca - In: Journal of applied econometrics 14 (1999) 3, pp. 273-291
Persistent link: https://www.econbiz.de/10001405546
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Exchange rates and monetary fundamentals : what do we learn from long-horizon regressions?
Kilian, Lutz - In: Journal of applied econometrics 14 (1999) 5, pp. 491-510
Persistent link: https://www.econbiz.de/10001421490
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US deficit sustainability : a new approach based on multiple endogenous breaks
Martin, Gael M. - In: Journal of applied econometrics 15 (2000) 1, pp. 83-105
Persistent link: https://www.econbiz.de/10001465108