Analytical evaluation of the power of tests for the absence of cointegration (Q899515): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2003.10.025
@@ Property / DOI: 10.1016/j.jeconom.2003.10.025 / rank @@
-Normal rank
@@ Property / OpenAlex ID @@
+W3123536081
@@ Property / OpenAlex ID: W3123536081 / rank @@
+Normal rank
@@ Property / cites work @@
+Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
+Normal rank
@@ Property / cites work @@
+Error-correction Mechanism Tests for Cointegration in a Single-equation Framework
+Normal rank
@@ Property / cites work @@
+Consistent autoregressive spectral estimates
@@ Property / cites work: Consistent autoregressive spectral estimates / rank @@
+Normal rank
@@ Property / cites work @@
+Recent developments in bootstrapping time series
@@ Property / cites work: Recent developments in bootstrapping time series / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for an unstable root in conditional and structural error correction models
+Normal rank
@@ Property / cites work @@
+Limiting distributions of least squares estimates of unstable autoregressive processes
+Normal rank
@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
+Normal rank
@@ Property / cites work @@
+On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots
+Normal rank
@@ Property / cites work @@
+Co-Integration and Error Correction: Representation, Estimation, and Testing
+Normal rank
@@ Property / cites work @@
+Distributions of error correction tests for cointegration
+Normal rank
@@ Property / cites work @@
+Pitfalls in testing for long run relationships
@@ Property / cites work: Pitfalls in testing for long run relationships / rank @@
+Normal rank
@@ Property / cites work @@
+Spurious regressions in econometrics
@@ Property / cites work: Spurious regressions in econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
+Normal rank
@@ Property / cites work @@
+Tests for cointegration. A Monte Carlo comparison
@@ Property / cites work: Tests for cointegration. A Monte Carlo comparison / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping Autoregressive Processes with Possible Unit Roots
+Normal rank
@@ Property / cites work @@
+Q4807334
@@ Property / cites work: Q4807334 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical analysis of cointegration vectors
@@ Property / cites work: Statistical analysis of cointegration vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
+Normal rank
@@ Property / cites work @@
+Bootstrapping cointegrating regressions. (With discussion by D. V. Hinkley)
+Normal rank
@@ Property / cites work @@
+Testing for the cointegrating rank of a VAR process with a time trend
+Normal rank
@@ Property / cites work @@
+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
+Normal rank
@@ Property / cites work @@
+Canonical Cointegrating Regressions
@@ Property / cites work: Canonical Cointegrating Regressions / rank @@
+Normal rank
@@ Property / cites work @@
+Understanding spurious regressions in econometrics
+Normal rank
@@ Property / cites work @@
+Towards a unified asymptotic theory for autoregression
+Normal rank
@@ Property / cites work @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Regression Theory for Near-Integrated Time Series
@@ Property / cites work: Regression Theory for Near-Integrated Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Inference in Instrumental Variables Regression with I(1) Processes
+Normal rank
@@ Property / cites work @@
+Asymptotic Properties of Residual Based Tests for Cointegration
+Normal rank
@@ Property / cites work @@
+Asymptotics for linear processes
@@ Property / cites work: Asymptotics for linear processes / rank @@
+Normal rank
@@ Property / cites work @@
+LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS
+Normal rank
@@ Property / cites work @@
+TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH  AN INTERCEPT
+Normal rank
@@ Property / cites work @@
+Inference in Linear Time Series Models with some Unit Roots
+Normal rank
@@ Property / cites work @@
+Testing for Common Trends
@@ Property / cites work: Testing for Common Trends / rank @@
+Normal rank
@@ Property / cites work @@
+A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS
@@ Property / cites work: A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS / rank @@
+Normal rank
@@ Property / cites work @@
+An ADF coefficient test for a unit root in ARMA models of unknown order with empirical applications to the US economy
+Normal rank
@@ Property / cites work @@
+THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN  THE COINTEGRATING VECTOR IS PRESPECIFIED
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2003.10.025
@@ Property / DOI: 10.1016/J.JECONOM.2003.10.025 / rank @@
+Normal rank