Results 261 to 270 of about 67,836 (307)
Some of the next articles are maybe not open access.

Related searches:

Cointegration tests with conditional heteroskedasticity

Journal of Econometrics, 1996
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Tae-Hwy Lee, Yiuman Tse
exaly   +3 more sources

TESTS FOR NONLINEAR COINTEGRATION

Econometric Theory, 2009
This paper develops tests for the null hypothesis of cointegration in the nonlinear regression model with I(1) variables. The test statistics we use in this paper are Kwiatkowski, Phillips, Schmidt, and Shin’s (1992; KPSS hereafter) tests for the null of stationarity, though using other kinds of tests is also possible.
Choi, In, Saikkonen, Pentti
openaire   +1 more source

Polynomial cointegration estimation and test

Journal of Econometrics, 1994
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gregoir, Stéphane, Laroque, Guy
openaire   +2 more sources

Testing for cointegration

Economics Letters, 1993
Abstract Monte Carlo experiments indicate that temporal disaggregation often yields significant power increases in augmented Dickey-Fuller cointegration tests. This result is contrary to the properties of ADF unit root tests and is robust to several lag specifications and test misspecifications.
openaire   +1 more source

Testing for the cointegration rank in threshold cointegrated systems with multiple cointegrating relationships

Statistical Methodology, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Krishnakumar, Jaya, Neto, David
openaire   +2 more sources

Testing for the cointegration rank when some cointegrating directions are changing [PDF]

open access: possibleJournal of Econometrics, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Andrade, Philippe   +2 more
openaire   +3 more sources

Home - About - Disclaimer - Privacy