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OPTIMAL INFERENCE IN REGRESSION MODELS WITH NEARLY INTEGRATED REGRESSORS
Jansson, Michael; Moreira, Marcelo J. - 2004
Persistent link: https://www.econbiz.de/10005924384
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Optimal inference in regression models with nearly integrated regressors
Jansson, Michael; Moreira, Marcelo J. - 2004
Persistent link: https://www.econbiz.de/10002436408
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Inference in time series regression when the order of integration of a regressor is unknown
Elliott, Graham; Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000840062
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Efficient tests for an autoregressive unit root
Elliott, Graham; Rothenberg, Thomas J.; Stock, James H. - 1992
Persistent link: https://www.econbiz.de/10000849716