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An econometric analysis of I (2) variables
Haldrup, Niels - In: Journal of economic surveys 12 (1998) 5, pp. 595-650
Persistent link: https://www.econbiz.de/10001400865
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An econometric analysis of I(2) variables
Haldrup, Niels - In: Practical issues in cointegration analysis, (pp. 179-234). 1999
Persistent link: https://www.econbiz.de/10001550937
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A fractional Dickey-Fuller test for unit roots
Dolado, Juan J.; Gonzalo, Jesús; Mayoral, Laura - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 5, pp. 1963-2006
Persistent link: https://www.econbiz.de/10001702252
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Testing I (1) against I (d) alternatives in the presence of deterministic components
Dolado, Juan J. (contributor); Gonzalo, Jesús (contributor) - 2006
Persistent link: https://www.econbiz.de/10003331957
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Threshold effects in cointegrating relationships
Gonzalo, Jesús; Pitarakis, Jean-Yves - In: Oxford bulletin of economics and statistics 68 (2006), pp. 813-833
Persistent link: https://www.econbiz.de/10003393551
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Threshold effects in cointegrating relationships
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2005
Persistent link: https://www.econbiz.de/10003229469
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Detecting sparse cointegration
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2024
Persistent link: https://www.econbiz.de/10015395838
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Trends in temperature data : micro-foundations of their nature
Gadea, María Dolores; Gonzalo, Jesús; Ramos, Andrey - 2023
Persistent link: https://www.econbiz.de/10014447464
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Local power functions of tests for double unit roots
Haldrup, Niels; Lildholdt, Peter - 2000
Persistent link: https://www.econbiz.de/10001500674
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On the robustness of unit root tests in the presence of double unit roots
Haldrup, Niels; Lildholdt, Peter - 2000
Persistent link: https://www.econbiz.de/10001452196