Simulating competing cointegration tests in a bivariate system (Q4935475): Difference between revisions

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-Ralf Oestermark
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+Ralf Oestermark
@@ Property / author: Ralf Oestermark / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1080/02664769922070
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+W2063539275
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@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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@@ Property / cites work @@
+Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Investigating Causal Relations by Econometric Models and Cross-spectral Methods
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+Tests for cointegration. A Monte Carlo comparison
@@ Property / cites work: Tests for cointegration. A Monte Carlo comparison / rank @@
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+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
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+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+Testing for Common Trends
@@ Property / cites work: Testing for Common Trends / rank @@
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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