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Copula-based time series with filtered nonstationarity
Chen, Xiaohong; Xiao, Zhijie; Wang, Bo - In: Journal of econometrics 228 (2022) 1, pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
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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
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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
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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
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Fully modified least squares cointegrating parameter estimation in multicointegrated systems
Kheifets, Igor L.; Phillips, Peter C. B. - In: Journal of econometrics 232 (2023) 2, pp. 300-319
Persistent link: https://www.econbiz.de/10014339925
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When bias contributes to variance : true limit theory in functional coefficient cointegrating regression
Phillips, Peter C. B.; Wang, Ying - In: Journal of econometrics 232 (2023) 2, pp. 469-489
Persistent link: https://www.econbiz.de/10014340035
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Measuring correlations of integrated but not cointegrated variables : a semiparametric approach
Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Journal of econometrics 164 (2011) 2, pp. 252-267
Persistent link: https://www.econbiz.de/10009301926
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Testing cointegration relationship in a semiparametric varying coefficient model
Gu, Jingping; Liang, Zhongwen - In: Journal of econometrics 178 (2014) 1, pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
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Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
Fasen, Vicky Maria - In: Journal of econometrics 172 (2013) 2, pp. 325-337
Persistent link: https://www.econbiz.de/10009706198
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Estimation for spatial dynamic panel data with fixed effects : the case of spatial cointegration
Yu, Jihai; Jong, Robert M. de - In: Journal of econometrics 167 (2012) 1, pp. 16-37
Persistent link: https://www.econbiz.de/10009551450