Testing for Nontrivial Cointegration
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Cites work
- A pair-wise approach to testing for output and growth convergence
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Adaptive Testing for Cointegration With Nonstationary Volatility
- Asymptotic Properties of Residual Based Tests for Cointegration
- Automatic Lag Selection in Covariance Matrix Estimation
- Co-Integration and Error Correction: Representation, Estimation, and Testing
- Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
- Fully Modified Least Squares and Vector Autoregression
- Fully modified least squares cointegrating parameter estimation in multicointegrated systems
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- scientific article; zbMATH DE number 6125590 (Why is no real title available?)
- scientific article; zbMATH DE number 3335601 (Why is no real title available?)
- Inference on co-integration parameters in heteroskedastic vector autoregressions
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- Nonparametric cointegration analysis
- Nonparametric tests for unit roots and cointegration.
- Regression-based analysis of cointegration systems
- Spurious regressions in econometrics
- Statistical analysis of cointegration vectors
- Testing for unit roots in bounded time series
- Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
- 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?
- Understanding spurious regressions in econometrics
- Why do we sometimes get nonsense-correlations between time-series? A study sampling and the nature of time-series.
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