Computerized index for the STB (Update)
No abstract is available for this item.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- 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.
- 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.
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- 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.
- Sean Becketti, 1994. "A library of time series programs for Stata," Stata Technical Bulletin, StataCorp LP, vol. 3(17).
- 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.
- Sean Becketti & Charles Morris, 1994. "Reduced form evidence on the substitutability between bank and nonbank loans," Proceedings 51, Federal Reserve Bank of Chicago.
- Craig S. Hakkio, 1994. "Approximate p-values for unit root and cointegration tests," Stata Technical Bulletin, StataCorp LP, vol. 3(17).
When requesting a correction, please mention this item's handle: RePEc:tsj:stbull:y:1995:v:4:i:20:zz3.4. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum)or (Lisa Gilmore)
If references are entirely missing, you can add them using this form.