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There are 17698 results for: content related to: Testing for co-integration and nonlinear adjustment in a smooth transition error correction model

  1. Residuals-based tests for the null of no-cointegration: an Analytical comparison

    Journal of Time Series Analysis

    Volume 28, Issue 1, January 2007, Pages: 111–137, Elena Pesavento

    Version of Record online : 27 JUL 2006, DOI: 10.1111/j.1467-9892.2006.00501.x

  2. Inference about long run canonical correlations

    Journal of Time Series Analysis

    Volume 33, Issue 4, July 2012, Pages: 665–683, Prosper Dovonon, Alastair R. Hall and Kalidas Jana

    Version of Record online : 14 MAY 2012, DOI: 10.1111/j.1467-9892.2012.00798.x

  3. ADL tests for threshold cointegration

    Journal of Time Series Analysis

    Volume 31, Issue 4, July 2010, Pages: 241–254, Jing Li and Junsoo Lee

    Version of Record online : 7 APR 2010, DOI: 10.1111/j.1467-9892.2010.00659.x

  4. Weak convergence to a modified fractional Brownian motion

    Journal of Time Series Analysis

    Volume 33, Issue 3, May 2012, Pages: 519–529, Javier Hualde

    Version of Record online : 13 MAR 2012, DOI: 10.1111/j.1467-9892.2012.00786.x

  5. Some Results on Cointegration with Random Coefficients in the Error Correction Form: Estimation and Testing

    Journal of Time Series Analysis

    Volume 25, Issue 3, May 2004, Pages: 419–441, P. W. Fong and W. K. Li

    Version of Record online : 14 MAY 2004, DOI: 10.1111/j.1467-9892.2004.01913.x

  6. Cointegrating regressions with messy regressors and an application to mixed-frequency series

    Journal of Time Series Analysis

    Volume 31, Issue 4, July 2010, Pages: 255–277, J. Isaac Miller

    Version of Record online : 19 APR 2010, DOI: 10.1111/j.1467-9892.2010.00660.x

  7. Local power of likelihood-based tests for cointegrating rank: Comparative analysis of full and partial systems

    Journal of Time Series Analysis

    Volume 32, Issue 6, November 2011, Pages: 672–679, Takamitsu Kurita

    Version of Record online : 13 MAR 2011, DOI: 10.1111/j.1467-9892.2011.00724.x

  8. The averaged periodogram estimator for a power law in coherency

    Journal of Time Series Analysis

    Volume 33, Issue 2, March 2012, Pages: 340–363, Rebecca J. Sela and Clifford M. Hurvich

    Version of Record online : 19 JAN 2012, DOI: 10.1111/j.1467-9892.2011.00770.x

  9. New Improved Tests for Cointegration with Structural Breaks

    Journal of Time Series Analysis

    Volume 28, Issue 2, March 2007, Pages: 188–224, Joakim Westerlund and David L. Edgerton

    Version of Record online : 27 JUL 2006, DOI: 10.1111/j.1467-9892.2006.00504.x

  10. Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break

    Journal of Time Series Analysis

    Volume 29, Issue 2, March 2008, Pages: 331–358, Carsten Trenkler, Pentti Saikkonen and Helmut Lütkepohl

    Version of Record online : 26 NOV 2007, DOI: 10.1111/j.1467-9892.2007.00558.x

  11. Combining non-cointegration tests

    Journal of Time Series Analysis

    Volume 34, Issue 1, January 2013, Pages: 83–95, Christian Bayer and Christoph Hanck

    Version of Record online : 21 DEC 2012, DOI: 10.1111/j.1467-9892.2012.00814.x

  12. Efficient estimation and inference in cointegrating regressions with structural change

    Journal of Time Series Analysis

    Volume 28, Issue 4, July 2007, Pages: 545–575, Eiji Kurozumi and Yoichi Arai

    Version of Record online : 18 JAN 2007, DOI: 10.1111/j.1467-9892.2006.00524.x

  13. Non-parametric testing for seasonally and periodically integrated processes

    Journal of Time Series Analysis

    Volume 33, Issue 3, May 2012, Pages: 424–437, Tomás del Barrio Castro and Denise R. Osborn

    Version of Record online : 19 JAN 2012, DOI: 10.1111/j.1467-9892.2011.00775.x

  14. Gaussian Semi-parametric Estimation of Fractional Cointegration

    Journal of Time Series Analysis

    Volume 24, Issue 3, May 2003, Pages: 345–378, Carlos Velasco

    Version of Record online : 19 MAY 2003, DOI: 10.1111/1467-9892.00311

  15. Polynomial Cointegration Between Stationary Processes With Long Memory

    Journal of Time Series Analysis

    Volume 28, Issue 6, November 2007, Pages: 923–942, Marco Avarucci and Domenico Marinucci

    Version of Record online : 11 OCT 2007, DOI: 10.1111/j.1467-9892.2007.00540.x

  16. Extreme Spectra of Var Models and Orders of Near-Cointegration

    Journal of Time Series Analysis

    Volume 26, Issue 3, May 2005, Pages: 399–421, E. E. Ioannidis and G. A. Chronis

    Version of Record online : 13 APR 2005, DOI: 10.1111/j.1467-9892.2004.00408.x

  17. Generalized least squares estimation for cointegration parameters under conditional heteroskedasticity

    Journal of Time Series Analysis

    Volume 32, Issue 3, May 2011, Pages: 281–291, Helmut Herwartz and Helmut Lütkepohl

    Version of Record online : 3 DEC 2010, DOI: 10.1111/j.1467-9892.2010.00698.x

  18. A Direct Test for Cointegration Between a Pair of Time Series

    Journal of Time Series Analysis

    Volume 23, Issue 2, March 2002, Pages: 173–191, STEPHEN J. LEYBOURNE, PAUL NEWBOLD, DIMITRIOS VOUGAS and TAE-HWAN KIM

    Version of Record online : 29 APR 2002, DOI: 10.1111/1467-9892.00261

  19. Test for the null hypothesis of cointegration with reduced size distortion

    Journal of Time Series Analysis

    Volume 29, Issue 3, May 2008, Pages: 476–500, Eiji Kurozumi and Yoichi Arai

    Version of Record online : 21 APR 2008, DOI: 10.1111/j.1467-9892.2007.00564.x

  20. Fractional cointegration in the presence of linear trends

    Journal of Time Series Analysis

    Volume 29, Issue 6, November 2008, Pages: 1088–1103, Uwe Hassler, Francesc Marmol and Carlos Velasco

    Version of Record online : 23 OCT 2008, DOI: 10.1111/j.1467-9892.2008.00597.x