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Nonparametric statistics
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1
Testing
cointegration
relationship in a semiparametric varying coefficient model
Gu, Jingping
;
Liang, Zhongwen
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 57-70
Persistent link: https://www.econbiz.de/10010255469
Saved in:
2
Nonparametric testing for linearity in cointegrated error-correction models
Seo, Byeongseon
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
15
(
2011
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10009521205
Saved in:
3
Testing purchasing power parity hypothesis : a semiparametric varying coefficient approach
Li, Hongjun
;
Lin, Zhongjian
;
Hsiao, Cheng
- In:
Empirical economics : a journal of the Institute for …
48
(
2015
)
1
,
pp. 427-438
Persistent link: https://www.econbiz.de/10011287484
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Semiparametrically Optimal
Cointegration
Test
Zhou, Bo
-
2023
This paper aims to address the issue of semiparametric efficiency for
cointegration
rank testing in finite-order vector …
Persistent link: https://www.econbiz.de/10014347665
Saved in:
7
Testing the aggregation of goods and services without separability using panel data
Ogura, Manami
- In:
Empirical economics : a quarterly journal of the …
67
(
2024
)
4
,
pp. 1581-1613
Persistent link: https://www.econbiz.de/10015141987
Saved in:
8
Adapting a nonparametric pooling test for use in panel
cointegration
models
Mishra, Ashok K.
;
Moss, Charles B.
- In:
Applied economics letters
13
(
2006
)
6
,
pp. 355-357
Persistent link: https://www.econbiz.de/10003328404
Saved in:
9
Optimal Pseudo-Gaussian and Rank-Based Tests of the
Cointegration
Rank in Semiparametric Error-Correction Models
Hallin, Marc
-
2015
This paper provides locally optimal pseudo-Gaussian and rank-based tests for the
cointegration
rank in linear …
Persistent link: https://www.econbiz.de/10013030726
Saved in:
10
Long memory analysis
Teyssière, Gilles
-
2000
Persistent link: https://www.econbiz.de/10001508112
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