Research graph
References from Stability tests in error correction models. Local targets link to admitted publications; unresolved targets remain external evidence.
Estimation of partially nonstationary multivariate autoregressive models
10.2307/2290020 · 1990 · External reference
Heteroskedasticity and autocorrelation consistent covariance matrix estimation
10.2307/2938229 · 1991 · External reference
Tests for parameter stability and structural change with unknown change point
10.2307/2951764 · 1993 · External reference
Unresolved reference
1991 · External reference
Recursive and sequential tests of the unit root and trend break hypothesis: theory and international evidence
10.2307/1391542 · 1992 · External reference
Techniques for testing the constancy of regression relationships over time
10.1111/j.2517-6161.1975.tb01532.x · 1975 · External reference
Tests of equality between sets of coefficients in two linear regressions
10.2307/1910133 · 1960 · External reference
A direct test for changing trend
10.2307/1391543 · 1992 · External reference
Residual-based tests for cointegration in models with regime shifts
10.1016/0304-4076(69)41685-7 · 1996 · External reference
Testing for structural breaks in cointegrated relationships
10.1016/0304-4076(96)84508-8 · 1996 · External reference
Five alternative methods of estimating long-run equilibrium relationships
10.1016/0304-4076(94)90044-2 · 1994 · External reference
Tests for parameter instability in regressions with 1(1) Processes
10.2307/1391545 · 1992 · External reference
Unresolved reference
1992 · External reference
Statistical analysis of cointegration vectors
10.1016/0165-1889(88)90041-3 · 1988 · External reference
Estimation and hypothesis testing of cointegration vectors in gaussian vector autoregressive models
10.2307/2938278 · 1991 · External reference
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?
10.1016/0304-4076(92)90104-y · 1992 · External reference
Unresolved reference
1994 · External reference
Unresolved reference
1988 · External reference
Regression theory for near integrated time series
10.2307/1911357 · 1988 · External reference
Fully modified least squares and vector autoregression
10.2307/2171721 · 1995 · External reference
Multiple time series regression with integrated processes
10.2307/2297602 · 1986 · External reference
Statistical inference in instrumental variables regression with I(1) processes
10.2307/2297545 · 1990 · External reference
A new test for structural stability in the linear regression model
10.1016/0304-4076(89)90087-0 · 1989 · External reference
Fully modified VAR inference in partially nonstationary models
1994 · External reference
Sustainability of the deficit process with structural shifts
10.2307/1392386 · 1995 · External reference
Parameter constancy in cointegrating regressions
10.1007/bf01205416 · 1993 · External reference
A residual-based test of the null of cointegration against the alternative of no cointegration
10.1017/s0266466600008240 · 1994 · External reference
Testing for common trends
10.2307/2290142 · 1988 · External reference
An alternative approach to the asymptotic theory of spurious regression
10.1017/s0266466600007325 · 1993 · External reference
