COINTEGRATION AND INFERENCE
Monday 26th August 2002,
14:30 - 16:00
Room: 1.13
Session Chair(s):
F Javier Fernández-Macho, University of the Basque Country, SPAIN
Category: Econometrics
A RESIDUAL-BASED LM TEST FOR FRACTIONAL COINTEGRATION
|
|
Presenter(s): |
Uwe Hassler, Free University of Berlin, GERMANY |
|
|
Co-Author(s): |
J. Breitung, Humboldt University Berlin, GERMANY |
COINTEGRATION AND STRUCTURAL BREAKS
|
|
Presenter(s): |
Josep Lluís Carrion-i-Silvestre, University of Barcelona, SPAIN |
|
|
Co-Author(s): |
Manuel Artís Ortuño, University of Barcelona, SPAIN and Andreu Sansó-i-Rosselló, Universitat de les Illes Balears, SPAIN |
TESTING THE FRACTIONAL COINTEGRATION HYPOTHESIS
|
|
Presenter(s): |
F Javier Fernández-Macho, University of the Basque Country, SPAIN |
|
|
Co-Author(s): |
none |
Total Papers in This session: 3
Session Ref: 538
|
