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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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Testing for r versus r-1 cointegrating vectors
Snell, Andy - In: Journal of econometrics 88 (1999) 1, pp. 151-192
Persistent link: https://www.econbiz.de/10006786624
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Temporal aggregation and the power of tests for a unit root
Pierse, Richard G. - In: Journal of econometrics 65 (1995) 2, pp. 333-345
Persistent link: https://www.econbiz.de/10001173054
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Testing for a unit root in the nonlinear STAR framework
Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Journal of econometrics 112 (2003) 2, pp. 359-379
Persistent link: https://www.econbiz.de/10001731323
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Testing for a unit root in the nonlinear STAR framework
Kapetanios, George; Shin, Yongcheol; Snell, Andy - In: Journal of econometrics 112 (2003) 2, pp. 359-380
Persistent link: https://www.econbiz.de/10006764507