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Journal of econometrics
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ECONIS (ZBW)
162
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1
Statistical inference on cointegration rank in error correction models with stationary covariates
Seo, Byeongseon
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 339-385
Persistent link: https://www.econbiz.de/10001240187
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2
System estimators of cointegrating matrix in absence of normalising information
Yang, Minxian
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 317-337
Persistent link: https://www.econbiz.de/10001240188
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3
Adaptive estimation of cointegration regressions with ARMA errors
Hodgson, Douglas J.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 231-267
Persistent link: https://www.econbiz.de/10001240194
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4
Analysis of cointegration vectors using the GMM approach
Quintos, Carmela E.
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 155-188
Persistent link: https://www.econbiz.de/10001240377
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5
Representations of I (2) cointegrated systems using the Smith-McMillan form
Haldrup, Niels
- In:
Journal of econometrics
84
(
1998
)
2
,
pp. 303-325
Persistent link: https://www.econbiz.de/10001241544
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6
Test for partial parameter instability in regressions with I(1) processes
Kuo, Biing-shen
- In:
Journal of econometrics
86
(
1998
)
2
,
pp. 337-368
Persistent link: https://www.econbiz.de/10001243482
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7
Tests for cointegration with infinite variance errors
Caner, Mehmet
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 155-175
Persistent link: https://www.econbiz.de/10001243863
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8
Pitfalls in testing for long run relationships
Gonzalo, Jesús
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10001243864
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9
Structural relations, cointegration and identification : some simple results and their application
Davidson, James E. H.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 87-113
Persistent link: https://www.econbiz.de/10001248305
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10
Testing for r versus r - 1 cointegrating vectors
Snell, Andy
- In:
Journal of econometrics
88
(
1999
)
1
,
pp. 151-191
Persistent link: https://www.econbiz.de/10001250276
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