Abstract
No public abstract is available from the verified source records.
Open public full textRights: UNKNOWN · cc-by-nc-nd · Source: journal-auto-sync:external:CROSSREF_ISSN
Contact and support
Need help, have a question, or want to contact the ResearchHub team?
© 2026 ResearchHub. Built for responsible scholarly connection.
Privacy-aware community infrastructureChihwa Kao
Abstract
Rights: UNKNOWN · cc-by-nc-nd · Source: journal-auto-sync:external:CROSSREF_ISSN
Authors
Institutions
No ROR-resolved institution is linked to this work yet.
Provenance
crossref
Confidence 100%
unpaywall
Confidence 95%
datacite
Confidence 0%
No local reference links have been materialized yet.
Unresolved referenced work
1986
Unresolved referenced work
1994
Co-integration and error correction: Representation, estimation, and testing
10.2307/1913236 · 1987
Five alternative methods of estimating long-run equilibrium relationships
10.1016/0304-4076(94)90044-2 · 1994
Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends
10.1016/0304-4076(92)90081-2 · 1992
Tests for cointegration: A Monte Carlo comparison
10.1016/0304-4076(94)01696-8 · 1996
Unresolved referenced work
Kept as external metadata until matched
Unresolved referenced work
Kept as external metadata until matched
Unresolved referenced work
Kept as external metadata until matched
10.2139/ssrn.2379
10.2139/ssrn.2379
Unresolved referenced work
Kept as external metadata until matched
10.1080/07474939808800403
10.1080/07474939808800403
Unresolved referenced work
Kept as external metadata until matched
Estimating long-run relationships from dynamic heterogeneous panels
10.1016/0304-4076(94)01644-f · 1995
Unresolved referenced work
Kept as external metadata until matched
Asymptotic properties of residual based test for cointegration
10.2307/2938339 · 1990
Testing for unit root in time series regression
10.1093/biomet/75.2.335 · 1988
Exploiting cross section variation for unit root inference in dynamic data
10.1016/0165-1765(93)00302-5 · 1994
No additional external references are available.