Cointegration, variance shifts and the limiting distribution of the OLS estimator (Q1934716): Difference between revisions

@@ Property / DOI @@
-.1016/j.econlet.2007.06.004
@@ Property / DOI: 10.1016/j.econlet.2007.06.004 / rank @@
-Normal rank
@@ Property / author @@
-Nikolaos C. Kourogenis
@@ Property / author: Nikolaos C. Kourogenis / rank @@
-Normal rank
@@ Property / author @@
+Nikolaos C. Kourogenis
@@ Property / author: Nikolaos C. Kourogenis / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2007.06.004
+Normal rank
@@ Property / OpenAlex ID @@
+W2046100455
@@ Property / OpenAlex ID: W2046100455 / rank @@
+Normal rank
@@ Property / cites work @@
+On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Unit Root Tests under Time-Varying Variances
@@ Property / cites work: Unit Root Tests under Time-Varying Variances / rank @@
+Normal rank
@@ Property / cites work @@
+Testing the Null of Co-integration in the Presence of Variance Breaks
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in the presence of a variance shift
+Normal rank
@@ Property / cites work @@
+Unit root tests with a break in innovation variance.
+Normal rank
@@ Property / cites work @@
+Optimal Inference in Cointegrated Systems
@@ Property / cites work: Optimal Inference in Cointegrated Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Multiple Time Series Regression with Integrated Processes
+Normal rank
@@ Property / DOI @@
+.1016/J.ECONLET.2007.06.004
@@ Property / DOI: 10.1016/J.ECONLET.2007.06.004 / rank @@
+Normal rank