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Asymptotic distribution theory for econometric estimation with integrated processes : a guide
Dolado, Juan J. - 1991
Persistent link: https://www.econbiz.de/10000839214
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Asymptotic distribution theory for econometric estimation with integrated processes : a guide
Dolado, Juan J. - In: Revista española de economía 10 (1993) 2, pp. 201-223
Persistent link: https://www.econbiz.de/10001159083
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A note on weak exogeneity in VAR cointegrated models
Dolado, Juan J. - In: Economics letters 38 (1992) 2, pp. 139-143
Persistent link: https://www.econbiz.de/10001122961
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The power of cointegration tests
Kremers, Jeroen J. M.; Ericsson, Neil R.; Dolado, Juan J. - 1992
Persistent link: https://www.econbiz.de/10000840924
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Estimating Euler equations with integrated series
Dolado, Juan J.; Galbraith, John W.; Banerjee, Anindya - 1990
Persistent link: https://www.econbiz.de/10000842054
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Cointegration and unit roots : a survey
Dolado, Juan J.; Jenkinson, Tim; Sosvilla-Rivero, Simón - 1990
Persistent link: https://www.econbiz.de/10000842220
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Cointegration: a survey of recent developments
Dolado, Juan J.; Jenkinson, Tim - 1987
Persistent link: https://www.econbiz.de/10000842222
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Efficient estimation of cointegrating relatinships among higher order and fractionally integrated processes
Dolado, Juan J.; Mármol, Francesc - 1996
Persistent link: https://www.econbiz.de/10000939968
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On the properties of the Dickey-Pantula test against fractional alternatives
Dolado, Juan J. - In: Economics letters 57 (1997) 1, pp. 11-16
Persistent link: https://www.econbiz.de/10001229602
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The power of cointegration tests
Kremers, Jeroen J. M. - In: Oxford bulletin of economics and statistics 54 (1992) 3, pp. 325-348
Persistent link: https://www.econbiz.de/10001330271