Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test
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- Dittmann, Ingolf, 1998. "Residual-based tests for fractional cointegration: A Monte Carlo study," Technical Reports 1998,09, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Mesut Yilmaz & Yessengali Oskenbayev & Kanat Abdulla, 2009. "Currency Substitution: A Case Of Kazakhstan (2000:1-2007:12)," William Davidson Institute Working Papers Series wp946, William Davidson Institute at the University of Michigan.
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- Dittmann, Ingolf, 1998. "Fractional cointegration of voting and non-voting shares," Technical Reports 1998,40, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Horowitz, Joel L. & Savin, N. E., 2000. "Empirically relevant critical values for hypothesis tests: A bootstrap approach," Journal of Econometrics, Elsevier, vol. 95(2), pages 375-389, April.
- Vilasuso, Jon, 2001. "Causality tests and conditional heteroskedasticity: : Monte Carlo evidence," Journal of Econometrics, Elsevier, vol. 101(1), pages 25-35, March.
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