Testing for r versus r-1 cointegrating vectors

Statistical testing and econometrics

Darnell, A.C
Durham Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.1059(DU-DE-WP--108) / BLDSC - B...

A simple test for structural invariance and policy exogeneity

Charemza, W.
Kiraly, J
Leicester Univ. (United Kingdom). Dept. of Economics

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7879(LU-DE-DP--95) / BLDSC - Br...

Repeated tests on serially correlated data

Geary, D.N

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:DX83824 / BLDSC - British Library Do...

Testing for changes in the long-run causal structure of cointegrated vector autoregressions

Barassi, M.R.
Caporale, G.M.
Hall, S.G.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(01/09) / BLDSC - British Lib...

The estimation and testing of cointegrating vectors A survey of recent approaches and an application to the U.K. non-durable consumption function

Clements, M.P
Oxford Univ. (United Kingdom). Inst. of Economics and Statistics

January 1989

1.00Available from British Library Document Supply Centre- DSC:1571.971(79) / BLDSC - British Librar...

On the distribution of tests for cointegration rank

Nielsen, B.
Nuffield Coll. Oxford (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(133) / BLDSC - British Libra...

Kiviet, J.F.
Phillips, G.D
Bristol Univ. (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--91/308) / BLDSC - ...

Testing restrictions on cointetgrating vectors A comment

Khadaroo, A.J.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(98/455) / BLDSC - British Li...

A direct test for cointegration between a pair of time series

Leybourne, S.
Newbold, P.
Vougas, D.
Nottingham Univ. (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(no 00/29) / BLDSC - Britis...

Varietal testing and popularisation and research linkages

Virk, D.
Packwood, A.
Witcombe, J
University of Wales, Bangor (United Kingdom). Centre for Arid Zone Studies

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.8633(UWB-CAZS-DP--2) / BLDSC - B...

Asymptotic results for cointegration tests in non-stable cases

Nielsen, B.
Nuffield Coll. Oxford (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(131) / BLDSC - British Libra...

Testing for cointegration rank using Bayes factors

Sugita, Katsuhiro
University of Warwick. Department of Economics (United Kingdom)

January 2002

Includes bibliographical references. Title from coverAvailable from British Library Document Supply ...

Exchange rate and its determinants Cointegration tests using dominant currency impact

Parikh, A
University of East Anglia, Norwich (United Kingdom). Economics Research Centre

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7765(UEA-ERC-DP--9113) / BLDSC ...

Testing for real interest rate convergence in European countries

Fountas, S.
Wu, J.
National Univ. of Ireland, Galway (Ireland). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.8137(24) / BLDSC - British Libra...

Cointegration representation, identification and estimation

Hunter, J.
Dislis, C.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance
Brunel Univ., Uxbridge (United Kingdom). Dept. of Economics and Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(BU-CERF-DEF-DP--96-15) / BL...

Statistical testing and econometrics

Darnell, A.C
Durham Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.1059(DU-DE-WP--108) / BLDSC - B...

A simple test for structural invariance and policy exogeneity

Charemza, W.
Kiraly, J
Leicester Univ. (United Kingdom). Dept. of Economics

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7879(LU-DE-DP--95) / BLDSC - Br...

Repeated tests on serially correlated data

Geary, D.N

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:DX83824 / BLDSC - British Library Do...

Testing for changes in the long-run causal structure of cointegrated vector autoregressions

Barassi, M.R.
Caporale, G.M.
Hall, S.G.
Birmingham Univ. (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3553.800(01/09) / BLDSC - British Lib...

The estimation and testing of cointegrating vectors A survey of recent approaches and an application to the U.K. non-durable consumption function

Clements, M.P
Oxford Univ. (United Kingdom). Inst. of Economics and Statistics

January 1989

1.00Available from British Library Document Supply Centre- DSC:1571.971(79) / BLDSC - British Librar...

On the distribution of tests for cointegration rank

Nielsen, B.
Nuffield Coll. Oxford (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(133) / BLDSC - British Libra...

Kiviet, J.F.
Phillips, G.D
Bristol Univ. (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--91/308) / BLDSC - ...

Testing restrictions on cointetgrating vectors A comment

Khadaroo, A.J.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(98/455) / BLDSC - British Li...

A direct test for cointegration between a pair of time series

Leybourne, S.
Newbold, P.
Vougas, D.
Nottingham Univ. (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93385(no 00/29) / BLDSC - Britis...

Varietal testing and popularisation and research linkages

Virk, D.
Packwood, A.
Witcombe, J
University of Wales, Bangor (United Kingdom). Centre for Arid Zone Studies

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.8633(UWB-CAZS-DP--2) / BLDSC - B...

Asymptotic results for cointegration tests in non-stable cases

Nielsen, B.
Nuffield Coll. Oxford (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3656.976(131) / BLDSC - British Libra...

Testing for cointegration rank using Bayes factors

Sugita, Katsuhiro
University of Warwick. Department of Economics (United Kingdom)

January 2002

Includes bibliographical references. Title from coverAvailable from British Library Document Supply ...

Exchange rate and its determinants Cointegration tests using dominant currency impact

Parikh, A
University of East Anglia, Norwich (United Kingdom). Economics Research Centre

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7765(UEA-ERC-DP--9113) / BLDSC ...

Testing for real interest rate convergence in European countries

Fountas, S.
Wu, J.
National Univ. of Ireland, Galway (Ireland). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9349.8137(24) / BLDSC - British Libra...

Cointegration representation, identification and estimation

Hunter, J.
Dislis, C.
Brunel Univ., Uxbridge (United Kingdom). Centre for Empirical Research in Finance
Brunel Univ., Uxbridge (United Kingdom). Dept. of Economics and Finance

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.0904(BU-CERF-DEF-DP--96-15) / BL...

Statistical testing and econometrics

Darnell, A.C
Durham Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:9350.1059(DU-DE-WP--108) / BLDSC - B...

A simple test for structural invariance and policy exogeneity

Charemza, W.
Kiraly, J
Leicester Univ. (United Kingdom). Dept. of Economics

January 1988

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7879(LU-DE-DP--95) / BLDSC - Br...

Repeated tests on serially correlated data

Geary, D.N

January 1986

SIGLEAvailable from British Library Document Supply Centre- DSC:DX83824 / BLDSC - British Library Do...

Testing for r versus r-1 cointegrating vectors

Abstract

Extracted data

Testing for r versus r-1 cointegrating vectors

Abstract

Extracted data

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