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Nonparametric cointegration analysis
Bierens, Herman J. - 1995
Persistent link: https://www.econbiz.de/10000926505
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Nonparametric cointegration tests
Bierens, Herman J. - 1994
Persistent link: https://www.econbiz.de/10000888251
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Time-varying cointegration
Bierens, Herman J.; Martins, Luís Filipe - In: Econometric theory 26 (2010) 5, pp. 1453-1490
Persistent link: https://www.econbiz.de/10008662660