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Exact interpretation of dummy variables in semilogarithmic equations with estimation uncertainty

VanGarderen, Kees Jan; Shah, Chandra - 2001

Persistent link: https://www.econbiz.de/10001605456

Exact interpretation of dummy variables in semilogarithmic equations

VanGarderen, Kees Jan; Shah, Chandra - In: The econometrics journal 5 (2002) 1, pp. 149-159

Persistent link: https://www.econbiz.de/10001683698

Distribution approximations for cointegration tests with stationary exogenous regressors

Boswijk, Herman Peter; Doornik, Jurgen A. - 1999

Persistent link: https://www.econbiz.de/10001365103

Distribution approximations for cointegration tests with stationary exogenous regressors

Boswijk, Herman Peter; Doornik, Jurgen A. - In: Journal of applied econometrics 20 (2005) 6, pp. 797-810

Persistent link: https://www.econbiz.de/10003168945

Distribution approximations for cointegration tests with stationary exogenous regressors

Boswijk, Herman Peter; Doornik, Jurgen A. - 1999

The distribution of a functional of two correlated vector Brownian motions isapproximated by a Gamma distribution. This functional represents the limiting distribution for cointegration tests with stationary exogenous regressors, but also for cointegration tests based on a non-Gaussian...

Persistent link: https://www.econbiz.de/10011300548