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Cointegration
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Phillips, Peter C. B.
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Tu, Yundong
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4
Taylor, Robert
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3
Dijk, Dick van
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3
Harris, David
3
Hualde, Javier
3
Jong, Robert M. de
3
Kleibergen, Frank
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3
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Hecq, Alain W. J.
2
Herwartz, Helmut
2
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2
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2
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Journal of econometrics
MPRA Paper
997
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447
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362
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341
International Journal of Energy Economics and Policy : IJEEP
301
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283
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101
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ECONIS (ZBW)
181
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1
Inference on one-way effect and evidence in Japanese macroeconomic data
Yao, Feng
;
Hosoya, Yuzo
- In:
Journal of econometrics
98
(
2000
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10001497780
Saved in:
2
I(0) In, integration and
cointegration
out : time series properties of endogenous growth models
Lau, Sau-Him Paul
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001406635
Saved in:
3
Testing exact rational expectations in cointegrated vector autoregressive models
Johansen, Søren
;
Swensen, Anders Rygh
- In:
Journal of econometrics
93
(
1999
)
1
,
pp. 73-91
Persistent link: https://www.econbiz.de/10001406640
Saved in:
4
Weak exogeneity in I(2) VAR systems
Paruolo, Paolo
;
Rahbek, Anders
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 281-308
Persistent link: https://www.econbiz.de/10001406658
Saved in:
5
Testing for the cointegrating rank of a VAR process with a time trend
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 177-198
Persistent link: https://www.econbiz.de/10001432560
Saved in:
6
Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes
Corradi, Valentina
;
Swanson, Norman R.
;
White, Halbert
- In:
Journal of econometrics
96
(
2000
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10001466743
Saved in:
7
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
Chao, John C.
;
Phillips, Peter C. B.
- In:
Journal of econometrics
91
(
1999
)
2
,
pp. 227-271
Persistent link: https://www.econbiz.de/10001382089
Saved in:
8
Tests of cointegrating rank with a trend-break
Inoue, Atsushi
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 215-237
Persistent link: https://www.econbiz.de/10001382112
Saved in:
9
Trend stationarity in the I(2)
cointegration
model
Rahbek, Anders
;
Kongsted, Hans Christian
;
Jørgensen, …
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10001382131
Saved in:
10
Nonlinear estimation using estimated cointegrated relations
Jong, Robert M. de
- In:
Journal of econometrics
101
(
2001
)
1
,
pp. 109-122
Persistent link: https://www.econbiz.de/10001545122
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