DOIAbstract
Error-correction, asymptotically normal inference, cointegration testing. JEL C22, C32,
Error-correction, asymptotically normal inference, cointegration testing. JEL C22, C32,
The primary objectives of the present study are to investigate the short- and long-term cointegratio...
We propose a new method to determine the cointegration rank in the error correction model of Engle a...
textabstractThe article discusses the use of some Monte Carlo experiments to investigate the effects...
SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9514) / BLDSC - B...
This is the final version as it appears for the citation: Jordan, Soren and Andrew Q. Philips. 2018...
Although recent articles have stressed the importance of testing for unit-roots and cointegration in...
This paper deals with a family of parametric, single-equation cointegration estimators that arise in...
This paper deals with a family of parametric, single-equation cointegration estimators that arise in...
This paper deals with estimation and testing for cointegration when deterministic trends are present...
Abstract. A new test is proposed for cointegration in a single equation framework where the regresso...
Computes the nonlinear cointegrating autoregressive distributed lag model with p lags of the depende...
The thesis deals with the concept of cointegration which represents appropriate tool in the analysis...
SIGLELD:3597.0671(2) / BLDSC - British Library Document Supply CentreGBUnited Kingdo
We review the literature on the Autoregressive Distributed Lag (ARDL) model, from its origins in the...
The relationship between cointegration and error correction models, first suggested by Granger, is h...
The primary objectives of the present study are to investigate the short- and long-term cointegratio...
We propose a new method to determine the cointegration rank in the error correction model of Engle a...
textabstractThe article discusses the use of some Monte Carlo experiments to investigate the effects...
SIGLEAvailable from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9514) / BLDSC - B...
This is the final version as it appears for the citation: Jordan, Soren and Andrew Q. Philips. 2018...
Although recent articles have stressed the importance of testing for unit-roots and cointegration in...
This paper deals with a family of parametric, single-equation cointegration estimators that arise in...
This paper deals with a family of parametric, single-equation cointegration estimators that arise in...
This paper deals with estimation and testing for cointegration when deterministic trends are present...
Abstract. A new test is proposed for cointegration in a single equation framework where the regresso...
Computes the nonlinear cointegrating autoregressive distributed lag model with p lags of the depende...
The thesis deals with the concept of cointegration which represents appropriate tool in the analysis...
SIGLELD:3597.0671(2) / BLDSC - British Library Document Supply CentreGBUnited Kingdo
We review the literature on the Autoregressive Distributed Lag (ARDL) model, from its origins in the...
The relationship between cointegration and error correction models, first suggested by Granger, is h...
The primary objectives of the present study are to investigate the short- and long-term cointegratio...
We propose a new method to determine the cointegration rank in the error correction model of Engle a...
textabstractThe article discusses the use of some Monte Carlo experiments to investigate the effects...
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