On the distribution of tests for cointegration rank

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...

Statistical tests and related results for identification, rank and latent roots

Szroeter, J

January 1980

SIGLEAvailable from British Library Document Supply Centre- DSC:D34938/81 / BLDSC - British Library ...

Structural relations, cointegration and identification Some simple results and their application

Davidson, J.
Cardiff Business School (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3051.17076(96:081) / BLDSC - British ...

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 ...

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...

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 - ...

Determination of cointegrating rank in fractional systems

Robinson, P.M.
Yajima, Y.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/423) / BLDSC - British Li...

Tests of rank

Robin, J.
Smith, R
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9521) / BLDSC - B...

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...

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 r versus r-1 cointegrating vectors

Snell, A
Edinburgh Univ. (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.972(EU-DE-DP--1995/10) / BLDSC ...

Markov cointegration

Psaradakis, Z.
Spagnolog, F.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(14/99) / BLDSC - British Li...

Semiparametric fractional cointegration analysis

Marinucci, D.
Robinson, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/420) / BLDSC - British Li...

Resistance in rank correlation

Zayed, Hany

January 2001

Available from British Library Document Supply Centre- DSC:DXN061135 / BLDSC - British Library Docum...

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 ...

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...

Statistical tests and related results for identification, rank and latent roots

Szroeter, J

January 1980

SIGLEAvailable from British Library Document Supply Centre- DSC:D34938/81 / BLDSC - British Library ...

Structural relations, cointegration and identification Some simple results and their application

Davidson, J.
Cardiff Business School (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3051.17076(96:081) / BLDSC - British ...

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 ...

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...

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 - ...

Determination of cointegrating rank in fractional systems

Robinson, P.M.
Yajima, Y.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/423) / BLDSC - British Li...

Tests of rank

Robin, J.
Smith, R
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9521) / BLDSC - B...

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...

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 r versus r-1 cointegrating vectors

Snell, A
Edinburgh Univ. (United Kingdom). Dept. of Economics

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.972(EU-DE-DP--1995/10) / BLDSC ...

Markov cointegration

Psaradakis, Z.
Spagnolog, F.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(14/99) / BLDSC - British Li...

Semiparametric fractional cointegration analysis

Marinucci, D.
Robinson, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/420) / BLDSC - British Li...

Resistance in rank correlation

Zayed, Hany

January 2001

Available from British Library Document Supply Centre- DSC:DXN061135 / BLDSC - British Library Docum...

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 ...

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...

Statistical tests and related results for identification, rank and latent roots

Szroeter, J

January 1980

SIGLEAvailable from British Library Document Supply Centre- DSC:D34938/81 / BLDSC - British Library ...

Structural relations, cointegration and identification Some simple results and their application

Davidson, J.
Cardiff Business School (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3051.17076(96:081) / BLDSC - British ...

On the distribution of tests for cointegration rank

Abstract

Extracted data

On the distribution of tests for cointegration rank

Abstract

Extracted data

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