Hostname: page-component-cd9895bd7-hc48f Total loading time: 0 Render date: 2024-12-26T07:15:38.352Z Has data issue: false hasContentIssue false
  • English
  • Français

SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION

Published online by Cambridge University Press:  01 December 2009

Stephen Leybourne  and
A.M. Robert Taylor
Stephen Leybourne
Affiliation:
University of Nottingham
A.M. Robert Taylor*
Affiliation:
University of Nottingham
*
*Address correspondence to Robert Taylor, Nottingham School of Economics, University of Nottingham, University Park, Nottingham, NG7 2RD, United Kingdom; e-mail: [email protected].
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
INTRODUCTION
Information
Econometric Theory , Volume 25 , Issue 6: Newbold Conference Special Issue , December 2009 , pp. 1451 - 1456
Copyright
Copyright © Cambridge University Press 2009

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Agiakloglou, C. & Newbold, P. (1994) Lagrange multiplier tests for fractional difference. Journal of Time Series Analysis 14, 253–262.CrossRefGoogle Scholar
Bai, J. & Ng, S. (2004) A PANIC attack on unit roots and cointegration. Econometrica 72, 1127–1177.CrossRefGoogle Scholar
Dolado, J.J., Gonzalo, J., & Mayoral, L. (2002) A fractional Dickey-Fuller test for unit roots. Econometrica 70, 1963–2006.CrossRefGoogle Scholar
Engle, R.F. & Granger, C.W.J. (1987) Co-integration and error correction: Representation, estimation and testing. Econometrica 55, 251–276.CrossRefGoogle Scholar
Johansen, S. (1988) Statistical analysis of cointegrating vectors. Journal of Economic Dynamics and Control 12, 231–254.CrossRefGoogle Scholar
Lobato, I.N. & Velasco, C. (2006) Optimal fractional Dickey-Fuller tests. Econometrics Journal 9, 492–510.CrossRefGoogle Scholar
Phillips, P.C.B. (1986) Understanding spurious regressions in econometrics. Journal of Econometrics 33, 311–340.CrossRefGoogle Scholar
Robinson, P.M. (1994) Efficient tests of nonstationary hypotheses. Journal of the American Statistical Association 89, 1420–1437.CrossRefGoogle Scholar
Robinson, P.M. (1997) Large-sample inference for nonparametric regression with dependent errors. Annals of Statistics 28, 2054–2083.Google Scholar
Tanaka, K. (1999) The nonstationary fractional unit root. Econometric Theory 15, 549–582.CrossRefGoogle Scholar
White, H. (1980) A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica 48, 817–838.CrossRefGoogle Scholar