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Rank-based tests of the cointegrating rank in semiparametric error correction models
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - 2012
Persistent link: https://www.econbiz.de/10009676141
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Optimal pseudo-Gaussian and rank-based tests of the cointegration rank in semiparametric error-correction models
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - 2015
Persistent link: https://www.econbiz.de/10011348908
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Semiparametric error-correction models for cointegration with trends : Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - In: Journal of econometrics 190 (2016) 1, pp. 46-61
Persistent link: https://www.econbiz.de/10011591614