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On weak exogeneity in error correction models
Urbain, Jean-Pierre - In: Oxford bulletin of economics and statistics 54 (1992) 2, pp. 187-207
Persistent link: https://www.econbiz.de/10001124152
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Permanent-transitory decomposition in VAR models with cointegration and common cycles
Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 511-532
Persistent link: https://www.econbiz.de/10001522143
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Least squares asymptotics in spurious and cointegrated panel regressions with common and indiosyncratic stochastic trends
Urbain, Jean-Pierre; Westerlund, Joakim - In: Oxford bulletin of economics and statistics 73 (2011) 1, pp. 119-139
Persistent link: https://www.econbiz.de/10009011869
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On the applicability of the sieve bootstrap in time series panels
Smeekes, Stephan; Urbain, Jean-Pierre - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 139-151
Persistent link: https://www.econbiz.de/10010439608
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Cointegration testing in panels with common factors
Gengenbach, Christian; Palm, Franz C.; Urbain, Jean-Pierre - In: Oxford bulletin of economics and statistics 68 (2006), pp. 683-719
Persistent link: https://www.econbiz.de/10003393446
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Permanent-Transitory Decomposition in VAR Models with Cointegration and Common Cycles
Hecq, Alain; Palm, Franz C.; Urbain, Jean-Pierre - In: Oxford bulletin of economics and statistics 62 (2000) 4, pp. 511-532
Persistent link: https://www.econbiz.de/10006451885