Narrow search
Showing 1 - 3 of 3
Cover Image
OLS-based asymptotic inference in linear regression models with trending regressors and AR(p)-disturbances
Krämer, Walter; Mármol, Francesc - 1999
Persistent link: https://www.econbiz.de/10001398379
Cover Image
The power of residual-based tests for cointegration when residuals are fractionally integrated
Krämer, Walter; Mármol, Francesc - 1999
Persistent link: https://www.econbiz.de/10001398381
Cover Image
A new instrumental variable approach for estimation and testing in fractional cointegrating regressions
Mármol, Francesc; Escribano, Álvaro; Aparicio, Felipe M. - 1999
Persistent link: https://www.econbiz.de/10001362049