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• Niels Haldrup

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 63 (1994)
Issue (Month): 1 (July)
Pages: 153-181
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Handle: RePEc:eee:econom:v:63:y:1994:i:1:p:153-181

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1. Shahidur Rahman, 2005. "An Alternative Estimation to Spurious Regression Model," Economic Growth centre Working Paper Series 0507, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre. [Downloadable!]
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3. Niels Haldrup & Peter Lildholdt, . "Local Power Functions of Tests for Double Unit Roots," Economics Working Papers 2000-2, School of Economics and Management, University of Aarhus. [Downloadable!]
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4. Vanessa Berenguer Rico & Josep Lluis Carrion Silvestre, 2006. "Testing for multicointegration in panel data with common factors," Working Papers in Economics 160, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
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5. Clive Granger & Namwon Hyung & Yongil Jeon, 1998. "Spurious Regressions with Stationary Series," University of California at San Diego, Economics Working Paper Series 1998-25, Department of Economics, UC San Diego. [Downloadable!]
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   • Clive W.J. Granger & Namwon Hyung & Yongil Jeon, 1998. "Spurious Regressions with Stationary Series," University of California at San Diego, Economics Working Paper Series 98-25, Department of Economics, UC San Diego. [Downloadable!]
   • Granger, Clive W J & Hyung, Namwon & Jeon, Yongil, 2001. "Spurious Regressions with Stationary Series," Applied Economics, Taylor and Francis Journals, vol. 33(7), pages 899-904, June. [Downloadable!] (restricted)
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7. Panayiotis Diamantis & Dimitris Georgoutsos & George Kouretas, 2001. "The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America," Working Papers 0108, University of Crete, Department of Economics. [Downloadable!]
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10. Niels Haldrup & Peter Lildholdt, . "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," Economics Working Papers 2000-1, School of Economics and Management, University of Aarhus. [Downloadable!]
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    • Niels Haldrup & Peter Lildholdt, 2000. "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," University of California at San Diego, Economics Working Paper Series 2000-13, Department of Economics, UC San Diego. [Downloadable!]

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This page was last updated on 2009-11-13.