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Multicointegration and present value relations
Engsted, Tom; Gonzalo, Jesús; Haldrup, Niels - 1995
Persistent link: https://www.econbiz.de/10000915773
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On the exact moments of non-standard asymptotic distributions in non stationary autoregressions with dependent errors
Gonzalo, Jesús; Pitarakis, Jean-Yves - 1995
Persistent link: https://www.econbiz.de/10000918204
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P-values for non-standard distributions with an application to the DF test
Adda, Jérôme; Gonzalo, Jesús - 1995
Persistent link: https://www.econbiz.de/10000923623
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Comovements in large systems
Gonzalo, Jesús; Pitarakis, Jean-Yves - 1994
Persistent link: https://www.econbiz.de/10000908536
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On the exact moments of asymptotic distributions in an unstable AR(1) with dependent errors
Gonzalo, Jesús - 1996
Persistent link: https://www.econbiz.de/10000944149
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Testing for multicointegration
Engsted, Tom; Gonzalo, Jesús; Haldrup, Niels - 1997
Persistent link: https://www.econbiz.de/10000956058
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Estimation of long run equilibrium relationships and common long memory components in cointegrated systems
Gonzalo, Jesús - 1991
Persistent link: https://www.econbiz.de/10000866008
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Testing for multicointegration
Engsted, Tom - In: Economics letters 56 (1997) 3, pp. 259-266
Persistent link: https://www.econbiz.de/10001229828
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Pitfalls in testing for long run relationships
Gonzalo, Jesús - In: Journal of econometrics 86 (1998) 1, pp. 129-154
Persistent link: https://www.econbiz.de/10001243864
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Specification via model selection in vector error correction models
Gonzalo, Jesús - In: Economics letters 60 (1998) 3, pp. 321-328
Persistent link: https://www.econbiz.de/10001251671