A residual based test for the null hypothesis of cointegration. (Q1960368): Difference between revisions

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+MaRDI publication profile
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Optimal Inference in Cointegrated Systems
@@ Property / cites work: Optimal Inference in Cointegrated Systems / rank @@
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+Q4015741
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+Fully Modified Least Squares and Vector Autoregression
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+Multiple Time Series Regression with Integrated Processes
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+Statistical Inference in Instrumental Variables Regression with I(1) Processes
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+Asymptotic Properties of Residual Based Tests for Cointegration
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+A new test for structural stability in the linear regression model
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+Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point
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+Inference in Linear Time Series Models with some Unit Roots
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+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
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+Testing for Common Trends
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+Publication:1960368