yr 〜
yr

Search results 3

Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data

Covariate Unit Root Test for Cross-Sectionally Dependent Panel Data
Digital文書・図像類
黒住, 英司, 山崎, 大輔, Hadri, KaddourInstitute of Economic Research, Hitotsubashi University2012-11
Available onlineOther Libraries in Japan
  • Subject Heading... in panel data point optimal test squared correlation power

Test for the null hypothesis of cointegration with reduced size distortion

Test for the null hypothesis of cointegration with reduced size distortion
Digital文書・図像類
黒住, 英司, アライ, ヨウイチInstitute of Economic Research, Hitotsubashi University2006-11
Available onlineOther Libraries in Japan
  • Subject HeadingCointegration locally best test point optimal test

Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix

Point Optimal Test for Cointegration with Unknown Variance-Covariance Matrix
Digital文書・図像類
黒住, 英司, 荒井, 洋一Graduate School of Economics, Hitotsubashi University2005-11
Available onlineOther Libraries in Japan
  • Subject HeadingCointegration point optimal test locally best test invariance ...

Reached to the end of result.