Estimating cointegrated systems using subspace algorithms
- 作者Dietmar Bauer; Martin Wagner
- 卷第111卷
- 期第1期
- 印刷ISSN0304-4076
- 文件大小497.25KB
- 发表时间2002
- DOI10.1016/s0304-4076(02)00119-7
- 页码47-84
同作者推荐
recursive Mean Adjustment for Unit Root TestsDong Wan Shin; Beong Soo So · 2001
Recursive mean adjustment and tests for nonstationaritiesDong Wan Shin; Beong Soo So · 2002
Recursive mean adjustment in time-series inferencesBeong Soo So; Dong Wan Shin · 1999
Semiparametric unit root tests based on symmetric estimatorsDong Wan Shin; Beong-Soo So · 1997
UNIT ROOT TESTS BASED ON ADAPTIVE MAXIMUM LIKELIHOOD ESTIMATIONShin, Dong Wan; So, Beong Soo · Econometric Theory · 1999
Unit Root Tests Based on Adaptive Maximum Likelihood EstimationDong Wan Shin and Beong Soo So · Econometric Theory · 1999
Normal tests for unit roots based on instrumental variable estimatorsShin, Dong Wan; So, Beong Soo · Statistics · 2004