Fundamentals, regime shifts, and dollar behavior in the 1980s
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Publication:1804597
DOI10.1007/BF00999042zbMATH Open0822.90034OpenAlexW2008964828MaRDI QIDQ1804597FDOQ1804597
Publication date: 15 May 1995
Published in: Open Economies Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00999042
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- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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- Statistical analysis of cointegration vectors
- A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
- Asymptotic Properties of Residual Based Tests for Cointegration
- Testing for a unit root in time series regression
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
- Tests of the Hypothesis that a Linear Regression System Obeys Two Separate Regimes
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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