Efficient Tests Under a Weak Convergence Assumption
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Cited by:
- Müller, Ulrich K. & Watson, Mark W., 2013.
"Low-frequency robust cointegration testing,"
Journal of Econometrics, Elsevier, vol. 174(2), pages 66-81.
- Ulrich Müller & Mark W. Watson, 2009. "Low-Frequency Robust Cointegration Testing," NBER Working Papers 15292, National Bureau of Economic Research, Inc.
- Raffaella Giacomini & Barbara Rossi, 2016.
"Model Comparisons In Unstable Environments,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 57(2), pages 369-392, May.
- Raffaella Giacomini & Barbara Rossi, 2009. "Model Comparisons in Unstable Environments," Working Papers 09-10, Duke University, Department of Economics.
- Barbara Rossi & Raffaella Giacomini, 2010. "Model Comparisons in Unstable Environments," Working Papers 10-29, Duke University, Department of Economics.
- Raffaella Giacomini & Barbara Rossi, 2012. "Model comparisons in unstable environments," CeMMAP working papers CWP13/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Raffaella Giacomini & Barbara Rossi, 2014. "Model Comparisons in Unstable Environments," Working Papers 784, Barcelona School of Economics.
- Raffaella Giacomini & Barbara Rossi, 2014. "Model comparisons in unstable environments," Economics Working Papers 1437, Department of Economics and Business, Universitat Pompeu Fabra, revised Jan 2015.
- Elliott, Graham & Müller, Ulrich K., 2014.
"Pre and post break parameter inference,"
Journal of Econometrics, Elsevier, vol. 180(2), pages 141-157.
- Elliott, Graham & Müller, Ulrich K, 2014. "Pre and post break parameter inference," University of California at San Diego, Economics Working Paper Series qt4j733246, Department of Economics, UC San Diego.
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