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Determination of the number of common stochastic trends under conditional heteroskedasticity
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, A. M. Robert
- In:
Estudios de economía aplicada : revista promovida por …
28
(
2010
)
3
,
pp. 519-551
Persistent link: https://www.econbiz.de/10010097157
Saved in:
2
Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, A. M. Robert
- In:
Econometrica : journal of the Econometric Society, an …
80
(
2012
)
4
,
pp. 1721-1741
Persistent link: https://www.econbiz.de/10009997697
Saved in:
3
ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS
Jensen, Søren Tolver
;
Rahbek, Anders
;
Andrews, D.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 761-766
Persistent link: https://www.econbiz.de/10007732413
Saved in:
4
COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, A.M. Robert
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1719-1761
Persistent link: https://www.econbiz.de/10008719749
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5
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion
Cavaliere, Giuseppe
;
Taylor, A. M. Robert
;
Trenkler, Carsten
- In:
Econometric reviews
32
(
2013
)
7
,
pp. 814-847
Persistent link: https://www.econbiz.de/10010088588
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6
Wild Bootstrap of the Sample Mean in the Infinite Variance Case
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Robert Taylor, A. M.
- In:
Econometric reviews
32
(
2013
)
2
,
pp. 204-219
Persistent link: https://www.econbiz.de/10010053018
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7
Weak exogeneity in I(2) VAR systems
Paruolo, P.
;
Rahbek, A.
- In:
Journal of econometrics
93
(
1999
)
2
,
pp. 281-308
Persistent link: https://www.econbiz.de/10006784360
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8
STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION
Saikkonen, Pentti
;
Balke, N.S.
;
Fomby, T.B.
;
Bec, F.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 294
Persistent link: https://www.econbiz.de/10007896786
Saved in:
9
Hydropower's Role in Delivering Sustainability
Altinbilek, D.
;
Seelos, K.
;
Taylor, R.
- In:
Energy & environment
16
(
2005
)
5
,
pp. 815-824
Persistent link: https://www.econbiz.de/10007639372
Saved in:
10
Emerging innovation niches: An agent based model
Lopolito, A.
;
Morone, P.
;
Taylor, R.
- In:
Research policy : policy and management studies of …
42
(
2013
)
6
,
pp. 1225-1238
Persistent link: https://www.econbiz.de/10010134023
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