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Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei; Lütkepohl, Helmut; Saikkonen, Pentti - In: The econometrics journal 12 (2009) 3, pp. 414-435
Persistent link: https://www.econbiz.de/10008336838
Cover Image
Testing for the cointegrating rank of a vector autoregressive process with uncertain deterministic trend term
Demetrescu, Matei; Lütkepohl, Helmut; Saikkonen, Pentti - In: The econometrics journal 12 (2009) 3, pp. 414-435
Persistent link: https://www.econbiz.de/10003948827
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Testing for constant correlation of filtered series under structural change
Demetrescu, Matei; Wied, Dominik - In: The econometrics journal 22 (2019) 1, pp. 10-33
Persistent link: https://www.econbiz.de/10012166648