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Cointegration testing in single error-correction equations in the presence of linear time trends
Hassler, Uwe - In: Oxford bulletin of economics and statistics 62 (2000) 5, pp. 621-632
Persistent link: https://www.econbiz.de/10003465517
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The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance*
Rodrigues, Paulo M. M.; Rubia, Antonio - In: Oxford bulletin of economics and statistics 73 (2011) 4, pp. 449-469
Persistent link: https://www.econbiz.de/10009165184
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The effects of additive outliers and measurement errors when testing for structural breaks in variance
Rodrigues, Paulo M. M.; Rubia, Antonio - In: Oxford bulletin of economics and statistics 73 (2011) 4, pp. 449-468
Persistent link: https://www.econbiz.de/10009241614
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Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends
Hassler, Uwe - In: Oxford bulletin of economics and statistics 62 (2000) 5, pp. 621-632
Persistent link: https://www.econbiz.de/10006450483
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On Critical Values of Tests against a Change in Persistence
Hassler, Uwe; Scheithauer, Jan - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 705
Persistent link: https://www.econbiz.de/10008103826
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Combining Significance of Correlated Statistics with Application to Panel Data
Demetrescu, Matei; Hassler, Uwe; Tarcolea, Adina-Ioana - In: Oxford bulletin of economics and statistics 68 (2006) 5, pp. 647-664
Persistent link: https://www.econbiz.de/10007292984
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Combining significance of correlated statistics with application to panel data
Demetrescu, Matei; Hassler, Uwe; Tarcolea, Adina-Ioanna - In: Oxford bulletin of economics and statistics 68 (2006) 5, pp. 647-663
Persistent link: https://www.econbiz.de/10003379235
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On critical values of tests against a change in persistence
Hassler, Uwe; Scheithauer, Jan - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 705-710
Persistent link: https://www.econbiz.de/10003759122