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DateTitle Authors
2012 Improved Likelihood Ratio Tests for Cointegration Rank in the VAR ModelBoswijk, H. Peter / Jansson, Michael / Nielsen, Morten Ø.
2011 Asymptotically Informative Prior for Bayesian AnalysisYuan, Ao / de Gooijer, Jan G.
2008 Testing a DSGE model of the EU using indirect inferenceMeenagh, David / Minford, Patrick / Wickens, Michael
2007 With or without U? The appropriate test for a U shaped relationshipLind, Jo Thori / Mehlum, Halvor
2005 Money - Inflation Nexus in Indonesia: Evidence from a P-Star AnalysisAnglingkusumo, Reza
2005 Stability of the Demand for Real Narrow Money in lndonesiaAnglingkusumo, Reza
2003 The Variance Ratio Statistic at Large HorizonsDeo, Rohit S. / Chen, Willa W.
2001 The power of the tests of Robinson (1994) in the context of fractionally integrated moving average modelsGil-Alaña, Luis A.
2001 Test procedures for unit roots in time series with level shifts at unknown timeLanne, Markku / Lütkepohl, Helmut / Saikkonen, Pentti
2001 Unit root tests for time series with level shifts: A comparison of different proposalsLanne, Markku / Lütkepohl, Helmut

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