Narrow search
Showing 1 - 3 of 3
Cover Image
Optimal power for testing potential cointegrating vectors with known parameters for nonstationarity
Elliott, Graham; Jansson, Michael; Pesavento, Elena - In: Journal of business & economic statistics : JBES ; a … 23 (2005) 1, pp. 34-48
Persistent link: https://www.econbiz.de/10002583950
Cover Image
Testing the null of no cointegration when covariates are known to have a unit root
Elliott, Graham; Pesavento, Elena - In: Econometric theory 25 (2009) 6, pp. 1829-1850
Persistent link: https://www.econbiz.de/10003904447
Cover Image
Forecasting with trending data
Elliott, Graham - 2006
Persistent link: https://www.econbiz.de/10003338439