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Tests of the null hypothesis of cointegration based on efficient tests for a unit MA root
Jansson, Michael - In: Identification and inference for econometric models : …, (pp. 357-374). 2005
Persistent link: https://www.econbiz.de/10003352578
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Linking the theory with the data : that is the core problem of international economics
Leamer, Edward E. - 2007
Persistent link: https://www.econbiz.de/10003604573
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Econometric tools for analyzing market outcomes
Ackerberg, Daniel A.; Benkard, C. Lanier; Berry, Steven; … - 2007
Persistent link: https://www.econbiz.de/10003601715
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Choice is suffering : a focused information criterion for model selection
Behl, Peter; Dette, Holger; Frondel, Manuel; Tauchmann, … - 2011
In contrast to conventional measures, the Focused Information Criterion (FIC) allows the purpose-specific selection of models, thereby reflecting the idea that one kind of model might be appropriate for inferences on a parameter of interest, but not for another. Ever since its invention, the FIC...
Persistent link: https://www.econbiz.de/10008935218
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The empirical significance of econometric models
Mayer, Thomas - In: Measurement in economics : a handbook, (pp. 321-340). 2007
Persistent link: https://www.econbiz.de/10003643508
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A review of systems cointegration tests
Hubrich, Kirsten; Lütkepohl, Helmut; Saikkonen, Pentti - In: Econometric reviews 20 (2001) 3, pp. 247-318
Persistent link: https://www.econbiz.de/10001606186
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The expectations hypothesis of the term structure of interest rates: evidence from the Fourier cointegration test
Güriş, Burak - In: Selected topics in applied econometrics, (pp. 139-147). 2019
Persistent link: https://www.econbiz.de/10012286977
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Panel cointegration analysis : an empirical example
Murthy, N. R. Vasudeva - In: Cointegration for the applied economist, (pp. 222-244). 2007
Persistent link: https://www.econbiz.de/10003767560
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On the estimation and inference of a panel cointegration model with cross-sectional dependence
Bai, Jushan; Kao, Chihwa - In: Panel data econometrics : theoretical contributions and …, (pp. 1-30). 2006
Persistent link: https://www.econbiz.de/10003331420
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Modelling the initial conditions in dynamic regression models of panel data with random effects
Kazemi, I.; Crouchley, Robert - In: Panel data econometrics : theoretical contributions and …, (pp. 91-117). 2006
Persistent link: https://www.econbiz.de/10003331432