Computerized index for the STB (Update)
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- Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
- Sean Becketti & Charles Morris, 1994.
"Reduced form evidence on the substitutability between bank and nonbank loans,"
51, Federal Reserve Bank of Chicago.
- Sean Becketti & Charles Morris, 1993. "Reduced form evidence on the substitutability between bank and nonbank loans," Research Working Paper 93-18, Federal Reserve Bank of Kansas City.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- Hansen, Bruce E., 1992.
"Testing for parameter instability in linear models,"
Journal of Policy Modeling,
Elsevier, vol. 14(4), pages 517-533, August.
- Tom Doan, . "STABTEST: RATS procedure to perform Hansen's stability test for OLS," Statistical Software Components RTS00199, Boston College Department of Economics.
- Craig S. Hakkio, 1994. "Approximate p-values for unit root and cointegration tests," Stata Technical Bulletin, StataCorp LP, vol. 3(17).
- Sean Becketti, 1994. "A library of time series programs for Stata," Stata Technical Bulletin, StataCorp LP, vol. 3(17).
- Osterwald-Lenum, Michael, 1992. "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 461-72, August.
- Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March.
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