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
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+On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
+Normal rank
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+Unit Root Tests under Time-Varying Variances
@@ Property / cites work: Unit Root Tests under Time-Varying Variances / rank @@
+Normal rank
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+Testing the Null of Co-integration in the Presence of Variance Breaks
+Normal rank
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+Testing for a unit root in the presence of a variance shift
+Normal rank
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+Unit root tests with a break in innovation variance.
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+Optimal Inference in Cointegrated Systems
@@ Property / cites work: Optimal Inference in Cointegrated Systems / rank @@
+Normal rank
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+Multiple Time Series Regression with Integrated Processes
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@@ Property / DOI @@
+.1016/J.ECONLET.2007.06.004
@@ Property / DOI: 10.1016/J.ECONLET.2007.06.004 / rank @@
+Normal rank