✦ LIBER ✦

On cointegration tests for VAR models with drift

✍ Scribed by Minxian Yang; Ronald Bewley

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Some tests for parameter constancy in co

✍ Henrik Hansen; Søren Johansen 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 236 KB

Cointegration rank inference with statio

✍ Anders Rahbek; Rocco Mosconi 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 194 KB

Bootstrap Algorithms for Testing and Det

✍ Anders Rygh Swensen 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 170 KB

Permanent-transitory Decomposition in Va

✍ Alain Hecq; Franz C. Palm; Jean-Pierre Urbain 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 506 KB

A note on weak exogeneity in VAR cointeg

✍ Juan J. Dolado 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 293 KB

Corrigendum to “Bootstrap Algorithms for

✍ Anders Rygh Swensen 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 37 KB