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The Real Interest Rate Differential in an Economic Union.

Michelis, L. - Department of Economics, York University - 1994

Persistent link: https://www.econbiz.de/10005474949

The distributions of the J and Cox non-nested tests in regression models with weakly correlated regressors

Michelis, L. - In: Journal of econometrics 93 (1999) 2, pp. 369

Persistent link: https://www.econbiz.de/10006784356

The Null Distribution of Non-Nested Tests with Nearly Orthoganal Regression Models.

Michelis, L. - Department of Economics, York University - 1994

Persistent link: https://www.econbiz.de/10005775953

Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.

Mackinnon, J.G.; Haug, A.A.; Michelis, L. - Groupement de Recherche en Économie Quantitative … - 1996

This paper employs response surface regressions based on simulation experiments to calculate asymptotic distribution functions of the tests for cointegration proposed by Johansen. The paper provides accurate tables of asymptotic critical values. A program which can be used to calculate both...

Persistent link: https://www.econbiz.de/10005779643