SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A simple cointegrating rank test without vector autoregression · Study

ArticleShelves

ArticleA simple cointegrating rank test without vector autoregression

Mototsugu Shintani2001

Article2001

A simple cointegrating rank test without vector autoregression

Mototsugu Shintani

22 citations·0/0 files stored·Journal of Econometrics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Economic Growth and Productivity Diverse Scientific and Economic Studies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 22 citations exist upstream.

References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1996Efficient Tests for an Autoregressive Unit Root 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 1992Efficient Tests for an Autoregressive Unit Root 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 1987Time Series Regression with a Unit Root 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1

Cited by

2006ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT 2017SIMPLE, ROBUST, AND ACCURATEFANDtTESTS IN COINTEGRATED SYSTEMS

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2001A REVIEW OF SYSTEMS COINTEGRATION TESTSarticle · 16 shared references 2001Analytical Evaluation of the Power of Tests for the Absence of Cointegrationpreprint · 13 shared references 2004Analytical evaluation of the power of tests for the absence of cointegrationarticle · 12 shared references 1998A Review of systemscointegration testsbook · 11 shared references 1999Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock marketsarticle · 10 shared references 2004Are real interest rates really nonstationary? New evidence from tests with good size and powerarticle · 10 shared references

Details

Year2001

Typearticle

Published2001-12-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations22

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/s0304-4076(01)00084-7

openalex_workW2018568276

Links

Imported from OpenAlex (CC0) — nothing here is generated.