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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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Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut - In: Journal of econometrics 81 (1997) 1, pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
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On the determination of integration indices in I(2) systems
Paruolo, Paolo - In: Journal of econometrics 72 (1996) 1, pp. 313-356
Persistent link: https://www.econbiz.de/10001197998
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The Barnett critique after three decades : a New Keynesian analysis
Belongia, Michael T.; Ireland, Peter N. - In: Journal of econometrics 183 (2014) 1, pp. 5-21
Persistent link: https://www.econbiz.de/10010506099
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Adaptive consistent unit-root test based on autoregressive threshold model
Bec, Frédérique; Guay, Alain; Guerre, Emmanuel - In: Journal of econometrics 142 (2008) 1, pp. 94-133
Persistent link: https://www.econbiz.de/10003608129
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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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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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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
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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