No. 54-3, August 1992
Index
- A DISTRIBUTION GENERATING EQUATION FOR UNIT‐ROOT STATISTICS
- A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1
- Critical Values for the Žα‐Phillips‐Ouliaris Test for Cointegration*
- DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND
- DURBIN‐HAUSMAN TESTS FOR A UNIT ROOT
- DYNAMIC SPECIFICATION AND COINTEGRATION*
- EXACT SIMILAR TESTS FOR UNIT ROOTS AND COINTEGRATION
- LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*
- NON‐CAUSALITY IN COINTEGRATED SYSTEMS: REPRESENTATION ESTIMATION AND TESTING
- STOCK‐FLOW RELATIONSHIPS IN US HOUSING CONSTRUCTION
- TESTING INTEGRATION AND COINTEGRATION: AN OVERVIEW
- THE NORWEGIAN CONSUMPTION FUNCTION: A COMMENT
- THE POWER OF COINTEGRATION TESTS
- WEALTH EFFECTS AND EXOGENEITY: THE NORWEGIAN CONSUMPTION FUNCTION 1966(1)‐1989(4)