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References from A simple cointegrating rank test without vector autoregression. Local targets link to admitted publications; unresolved targets remain external evidence.
Heteroskedasticity and autocorrelation consistent covariance matrix estimation
10.2307/2938229 · 1991 · External reference
Tests for cointegration based on canonical correlation analysis
10.2307/2291335 · 1995 · External reference
Testing for cointegration: the effects of mis-specifying the lag length
10.1016/0378-4754(95)00067-x · 1995 · External reference
On the theory of testing for unit roots in observed time series
10.2307/2297634 · 1986 · External reference
Nonparametric cointegration analysis
10.1016/s0304-4076(96)01820-9 · 1997 · External reference
Dynamic specification and cointegration
10.1111/j.1468-0084.1992.tb00007.x · 1992 · External reference
Inspecting the mechanism: an analytical approach to the stochastic growth model
10.1016/0304-3932(94)90040-x · 1994 · External reference
Model selection in partially nonstationary vector autoregressive processes with reduced rank structure
10.1016/s0304-4076(98)00077-3 · 1999 · External reference
Finite-sample sizes of Johansen's likelihood ratio tests for cointegration
10.1111/j.1468-0084.1993.mp55003003.x · 1993 · External reference
Unresolved reference
1995 · External reference
Unresolved reference
External reference
Efficient tests for an autoregressive unit root
10.2307/2171846 · 1996 · External reference
Cointegration and error correction: representation, estimation, and testing
10.2307/1913236 · 1987 · External reference
Unresolved reference
1970 · External reference
Principal components analysis of cointegrated time series
10.1017/s0266466600005995 · 1997 · External reference
Tests for cointegration: a Monte Carlo comparison
10.1016/0304-4076(94)01696-8 · 1996 · External reference
Finding cointegrating rank in high dimensional systems using the Johansen test: an illustration using data based Monte Carlo simulations.
10.2307/2109959 · 1996 · External reference
Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models
10.2307/2938278 · 1991 · External reference
Unresolved reference
1995 · External reference
Stochastic trends and economic fluctuations
1991 · External reference
Consist estimation of the number of cointegration relations in a vector autoregressive model.
1998 · External reference
Testing for the cointegrating rank of a VAR process with a time trend
10.1016/s0304-4076(99)00035-4 · 2000 · External reference
Limiting power of unit-root tests in time-series regression
10.1016/0304-4076(90)90010-q · 1990 · External reference
A note with quantiles of the asymptotic distribution of the maximum likelihood cointegration rank test statistics
10.1111/j.1468-0084.1992.tb00013.x · 1992 · External reference
Autoregressive spectral estimation.
10.1016/s0169-7161(83)03013-8 · 1983 · External reference
Time series regression with a unit root
10.2307/1913237 · 1987 · External reference
Regression theory for near-integrated time series
10.2307/1911357 · 1988 · External reference
Spectral regression for cointegrated time series.
1991 · External reference
Fully modified least squares and vector autoregression
10.2307/2171721 · 1995 · External reference
Asymptotic properties of residual based tests for cointegration
10.2307/2938339 · 1990 · External reference
Asymptotics for linear processes
10.1214/aos/1176348666 · 1992 · External reference
Fully modified vector autoregressive inference in partially nonstationary models
10.2307/2670128 · 1998 · External reference
Autocorrelation-robust inference.
10.1016/s0169-7161(97)15013-1 · 1997 · External reference
Local power of likelihood ratio tests for the cointegrating rank of a VAR process
10.1017/s026646669915103x · 1999 · External reference
Testing cointegration in infinite order vector autoregressive processes
10.1016/s0304-4076(97)00036-5 · 1997 · External reference
Testing residuals from least squares regression for being generated by the Gaussian random walk
10.2307/1912252 · 1983 · External reference
LM tests for a unit root in the presence of deterministic trends
10.1111/j.1468-0084.1992.tb00002.x · 1992 · External reference
Testing for r versus r−1 cointegrating vectors
10.1016/s0304-4076(98)00029-3 · 1999 · External reference
Unit roots, structural breaks and trends.
10.1016/s1573-4412(05)80015-7 · 1994 · External reference
Testing for common trends
10.2307/2290142 · 1988 · External reference
Finite sample performance of likelihood ratio tests for cointegrating ranks in vector autoregressions
10.1017/s0266466600009956 · 1995 · External reference
