A review of systems cointegration tests

to connected objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

Dimensions: 21 cm

Extent: I, 79 S.

Language: Englisch

Notes: graph. Darst.
Literaturverz. S. 75 -79

Bibliographic citation: Discussion paper / Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse ; 1998,101

Keyword: Kausalanalyse

Event: Veröffentlichung

(where): Berlin

(who): Sonderforschungsbereich 373

(when): 1998

Creator: Hubrich, Kirstin
Lütkepohl, Helmut
Saikkonen, Pentti

Table of contents: https://d-nb.info/955953677/04

Rights: Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.

Last update: 11.03.2025, 11:43 AM CET

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1998

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A review of systems cointegration tests

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Other Objects (12)

Comparison of Panel Cointegration Tests

Comparison of panel cointegration tests

On (bootstrapped) cointegration tests in partial systems

On (bootstrapped) cointegration tests in partial systems

The effects of ignoring level shifts on systems cointegration tests

The Effects of Ignoring Level Shifts on Systems Cointegration Tests

Rank tests for nonlinear cointegration

Robust tests on fractional cointegration

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Robust Tests on Fractional Cointegration

A new nonparametric test of cointegration rank

Comparison of Panel Cointegration Tests

Comparison of panel cointegration tests

On (bootstrapped) cointegration tests in partial systems

On (bootstrapped) cointegration tests in partial systems

The effects of ignoring level shifts on systems cointegration tests

The Effects of Ignoring Level Shifts on Systems Cointegration Tests

Rank tests for nonlinear cointegration

Robust tests on fractional cointegration

Critical values for cointegration tests

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Robust Tests on Fractional Cointegration

A new nonparametric test of cointegration rank

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On (bootstrapped) cointegration tests in partial systems

On (bootstrapped) cointegration tests in partial systems

The effects of ignoring level shifts on systems cointegration tests

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Rank tests for nonlinear cointegration

Robust tests on fractional cointegration

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Robust Tests on Fractional Cointegration

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