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Phillips, Peter C. B.
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1
Subsampling vector autoregressive tests of linear constraints
Choi, In
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 55-89
Persistent link: https://www.econbiz.de/10002439389
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2
Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process
Hsiao, Cheng
;
Wang, Siyan
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 427-463
Persistent link: https://www.econbiz.de/10003376092
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3
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
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4
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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5
Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg
;
Hassler, Uwe
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 167-185
Persistent link: https://www.econbiz.de/10001703506
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6
Nonlinear minimization estimators in the presence of cointegrating relations
Jong, Robert M. de
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 241-259
Persistent link: https://www.econbiz.de/10001703512
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7
Nonparametric tests for unit roots and cointegration
Breitung, Jörg
- In:
Journal of econometrics
108
(
2002
)
2
,
pp. 343-363
Persistent link: https://www.econbiz.de/10001657612
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8
Point optimal tests of the null hypothesis of cointegration
Jansson, Michael
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 187-201
Persistent link: https://www.econbiz.de/10002439487
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9
A simple cointegrating rank test without vector autoregression
Shintani, Mototsugu
- In:
Journal of econometrics
105
(
2001
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10001633669
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10
Residual based tests for cointegration in dependent panels
Chang, Yoosoon
;
Nguyen, Chi Mai
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 504-520
Persistent link: https://www.econbiz.de/10009614609
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