C22

Time-Series Models

Empirical Likelihood Block Bootstrapping

Author(s)

Katsumi Shimotsu

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Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity

Author(s)

Tatsuyoshi Okimoto

Katsumi Shimotsu

Read more about Financial Market Integration And World Economic Stabilization Toward Purchasing Power Parity

Covariance-based Orthogonality Tests For Regressors With Unknown Persistence

Author(s)

Katsumi Shimotsu

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Simple (but Effective) Tests Of Long Memory Versus Structural Breaks

Author(s)

Katsumi Shimotsu

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Gaussian Semiparametric Estimation Of Multivariate Fractionally Integrated Processes

Author(s)

Katsumi Shimotsu

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Computing Numerical Distribution Functions In Econometrics

Author(s)

James G. MacKinnon

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Numerical Distribution Functions For Unit Root And Cointegration Tests

Author(s)

James G. MacKinnon

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Residual-based Tests For Cointegration In Models With Regime Shifts

Author(s)

Bruce E. Hansen

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Testing For Structural Breaks

Author(s)

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