Boswijk, H. (1994). Testing for an unstable root in conditional and structural error correction models Journal of Econometrics, 63:37--60.
5 Key Publications
filtered by:
-
-
Franses, P.H. (1994). A multivariate approach to modeling univariate seasonal time series Journal of Econometrics, 63:133--151.
-
Franses, P.H. and Haldrup, N. (1994). The effects of additive outliers on tests for unit roots and cointegration Journal of Business and Economic Statistics, 12:471--478.
-
Kiviet, J. and van Dijk, H. (1994). Structure and dynamics in econometrics, editor's introduction Journal of Econometrics, 63:1--5.
-
Kleibergen, F.(. and van Dijk, H. (1994). Direct cointegration testing in error-correction models Journal of Econometrics, 63:61--103.