Chaudhuri, Saraswata; Richardson, Thomas; Robins, James; Zivot, Eric A new projection-type split-sample score test in linear instrumental variables regression. (English) Zbl 1401.62088 Econom. Theory 26, No. 6, 1820-1837 (2010). MSC: 62H15 62J05 62P20 PDFBibTeX XMLCite \textit{S. Chaudhuri} et al., Econom. Theory 26, No. 6, 1820--1837 (2010; Zbl 1401.62088) Full Text: DOI
Zivot, Eric The power of single equation tests for cointegration when the cointegrating vector is prespecified. (English) Zbl 1054.62628 Econom. Theory 16, No. 3, 407-439 (2000). MSC: 62P20 62M10 PDFBibTeX XMLCite \textit{E. Zivot}, Econom. Theory 16, No. 3, 407--439 (2000; Zbl 1054.62628) Full Text: DOI