Cointegration

A sieve bootstrap test for cointegration in a conditional error correction model / Franz C. Palm, Stephan Smeekes, Jean-Pierre Urbainschema:ProductModel A sieve bootstrap test for cointegration in a conditional error correction model / Franz C. Palm, Stephan Smeekes, Jean-Pierre Urbainschema:ProductModel A wald test for the cointegration rank in nonstationary fractional systems / Marco Avarucci, Carlos Velascoschema:ProductModel Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income / Paap R., & Dijk H.K. vanschema:ProductModel Bayes estimates of markov trends in possibly cointegrated series : an application to US consumption and income / Richard Paap and Herman K. van Dijkschema:ProductModel Bayes estimates of Markov trends in possibly cointegrated series : an application to US consumption and income / Richard Paap, Herman K. van Dijkschema:ProductModel Bayesian approaches to cointegratrion / Gary Koop ... [et al.]schema:ProductModel Cointegration analysis of seasonal time series / Franses Ph.H.B.F., & McAleer Mschema:ProductModel Cointegration in a periodic vector autoregression / Kleibergen F.R., & Franses Ph.H.B.Fschema:ProductModel Coïntegratie en foutencorrectiemodellen / A. ten Cate, D.A.G. Draperschema:ProductModel Combining non-cointegration tests / Christian Bayer, Christoph Hanckschema:ProductModel Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration / Lennart F. Hoogerheide & Herman K. van Dijkschema:ProductModel Comparison of the Anderson-Rubin test for overidentification and the Johansen test for cointegration / Lennart F. Hoogerheide and Herman K. van Dijkschema:ProductModel How to deal with intercept and trend in practical cointegration analysis? / Franses Ph.H.B.Fschema:ProductModel Is double trouble? : how to combine cointegration tests / Christian Bayer, Christoph Hanckschema:ProductModel Likelihood-based cointegration analysis in panels of vector error correction models / Jan J.J. Groen, Frank R. Kleibergenschema:ProductModel On the usefulness of considering common serial features and cointegrating restrictions / A. Hecqschema:ProductModel Panel cointegration tests of the Fisher effect / Joakim Westerlundschema:ProductModel Panel cointegration tests of the Fisher effect / Joakim Westerlundschema:ProductModel Semi-nonparametric cointegration testing / H. Peter Boswijk, André Lucasschema:ProductModel ... show all 27

Stationary processesskos:Concept