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SELECTING THE RANK OF THE COINTEGRATION SPACE AND THE FORM OF THE INTERCEPT USING AN INFORMATION CRITERION

Aznar, Antonio; Salvador, Manuel - In: Econometric Theory 18 (2002) 04, pp. 926-947

Persistent link: https://www.econbiz.de/10005411727

Selecting the Rank of the Cointegration Space and the Form of the Intercept Using an Information Criterion

Aznar, Antonio; Salvador, Manuel - In: Econometric theory 18 (2002) 4, pp. 926-947

Persistent link: https://www.econbiz.de/10006973195

Selection the rank of the cointegration space and the form of the intercept using and information criterion

Aznar Grasa, Antonio; Salvador, Manuel - In: Econometric theory 18 (2002) 4, pp. 926-947

Persistent link: https://www.econbiz.de/10001687481

Weak exogeneity in partially nonstationary models

Aznar, Antonio; Salvador, Manuel - In: Spanish economic review : SER 4 (2002) 2, pp. 139-150

Persistent link: https://www.econbiz.de/10008048251

Weak exogeneity in partially nonstationary models

Aznar Grasa, Antonio; Salvador, Manuel - In: Spanish economic review : SER 4 (2002) 2, pp. 139-150

Persistent link: https://www.econbiz.de/10001698142

Contenido informativo y selección de modelos econométricos

Aznar Grasa, Antonio - In: Investigaciones económicas 11 (1987) 1, pp. 25-39

Persistent link: https://www.econbiz.de/10001019219

La selección de un modelo econométrico como búsqueda de una aproximación razonable al PGD

Aznar Grasa, Antonio - In: Información comercial española / Cuadernos económicos (1993), pp. 63-86

Persistent link: https://www.econbiz.de/10001339945

Modèles de localisation pour la planification régionale

Aznar, Antonio; Fernández, Fernando - In: Economie appliquée : archives de l'Institut de … 28 (1975) 2/3, pp. 407-433

Persistent link: https://www.econbiz.de/10001846894

Improving the Performance of a Long‐Run Variance Ratio Test for a Unit Root

Ferrer‐Pérez, Hugo; Ayuda, María‐Isabel; Aznar, … - In: The Japanese Economic Review 70 (2018) 2, pp. 258-274

Persistent link: https://www.econbiz.de/10012093605

A Monte Carlo study to compare two recent modifications of the KPSS test for near integration

Ayuda, María-Isabel; Aznar, Antonio - In: Applied Economics Letters 18 (2011) 18, pp. 1759-1764

The objective of this article is to compare the size and power properties of two modifications of the KPSS test of Kwiatkowski <italic>et al</italic>. (1992) proposed by Sul <italic>et al</italic>. (2005) and by Harris <italic>et al</italic>. (2007), using Monte Carlo simulations, in order to decide which version to use in applied research. The...

Persistent link: https://www.econbiz.de/10010976456