Showing 1 - 10 of 31
Persistent link: https://www.econbiz.de/10005777028
Persistent link: https://www.econbiz.de/10005777036
Persistent link: https://www.econbiz.de/10005777069
Persistent link: https://www.econbiz.de/10005777070
Persistent link: https://www.econbiz.de/10005777081
Persistent link: https://www.econbiz.de/10005478678
In this paper, the authors provide some asymptotic results for the J-type test on non-nested hypotheses proposed by Davidson and MacKinnon (1981), in the context of I(1) time series.
Persistent link: https://www.econbiz.de/10005478685
Persistent link: https://www.econbiz.de/10005478718
Persistent link: https://www.econbiz.de/10005035787
Persistent link: https://www.econbiz.de/10005035793