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Journal of applied econometrics
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1
Mixed signals among tests for
cointegration
Gregory, Allan W.
;
Haug, Alfred Albert
;
Lomuto, Nicoletta
- In:
Journal of applied econometrics
19
(
2004
)
1
,
pp. 89-98
Persistent link: https://www.econbiz.de/10001924682
Saved in:
2
Error correction testing in panels with common stochastic trends
Gengenbach, Christian
;
Urbain, Jean-Pierre
;
Westerlund, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 982-1004
Persistent link: https://www.econbiz.de/10011686171
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3
Numerical distribution functions of likelihood ratio tests for
cointegration
MacKinnon, James G.
;
Haug, Alfred Albert
;
Michelis, Leo
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 563-577
Persistent link: https://www.econbiz.de/10001421501
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4
Nonparametric tests of tail behavior in stochastic frontier models
Horrace, William C.
;
Wang, Yulong
- In:
Journal of applied econometrics
37
(
2022
)
3
,
pp. 537-562
Persistent link: https://www.econbiz.de/10013186698
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5
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
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6
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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7
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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8
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
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9
Asympototically perfect and relative convergence of productivity
Hobijn, Bart
;
Franses, Philip Hans
- In:
Journal of applied econometrics
15
(
2000
)
1
,
pp. 59-81
Persistent link: https://www.econbiz.de/10001465104
Saved in:
10
Numerical distribution functions for unit root and
cointegration
tests
MacKinnon, James G.
- In:
Journal of applied econometrics
11
(
1996
)
6
,
pp. 601-618
Persistent link: https://www.econbiz.de/10001211085
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