The following pages link to Andy Snell (Q1305682):
Displaying 5 items.
- Testing for \(r\) versus \(r-1\) cointegrating vectors (Q1305683) (← links)
- A test of purchasing power parity based on the largest principal component of real exchange rates of the main OECD economies (Q1350589) (← links)
- Testing for a unit root in the nonlinear STAR framework (Q1868973) (← links)
- TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS (Q5438204) (← links)
- Mean group tests for stationarity in heterogeneous panels (Q5469922) (← links)