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Power of tests for unit roots in the presence of a linear trend
Nielsen, Bent - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 619-644
Persistent link: https://www.econbiz.de/10003759116
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Similarity issues in cointegration analysis
Nielsen, Bent; Rahbek, Anders - In: Oxford bulletin of economics and statistics 62 (2000) 1, pp. 5-22
Persistent link: https://www.econbiz.de/10001481785
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Testing for multicointegration in panel data with common factors
Berenguer-Rico, Vanessa; Carrion i Silvestre, Josep Lluís - In: Oxford bulletin of economics and statistics 68 (2006), pp. 721-739
Persistent link: https://www.econbiz.de/10003393452
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Similarity Issues in Cointegration Analysis
Nielsen, Bent; Rahbek, Anders - In: Oxford bulletin of economics and statistics 62 (2000) 1, pp. 5-22
Persistent link: https://www.econbiz.de/10006454595
Cover Image
Power of Tests for Unit Roots in the Presence of a Linear Trend
Nielsen, Bent - In: Oxford bulletin of economics and statistics 70 (2008) 5, pp. 619-644
Persistent link: https://www.econbiz.de/10008103829