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34. Analytical evaluation of the power of tests for the absence of cointegration. (2004). Pesavento, Elena.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:122:y:2004:i:2:p:349-384.

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35. Seasonal cointegration for monthly data. (2004). Darné, Olivier ; Darne, Olivier.
    In: Economics Letters.
    RePEc:eee:ecolet:v:82:y:2004:i:3:p:349-356.

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36. Optimal Power for Testing Potential Cointegrating Vectors with Known. (2004). Pesavento, Elena ; Jansson, Michael ; Elliott, Graham.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt2bv7n071.

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37. Interaction entre taux dintérêt allemands et français : un réexamen de lhypothèse de dominance allemande. (2001). Podevin, Marie.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2001_num_148_2_6277.

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38. Bounds testing approaches to the analysis of level relationships. (2001). Smith, Richard ; shin, yongcheol ; Pesaran, Mohammad.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326.

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39. On forecasting cointegrated seasonal time series. (2001). Franses, Philip Hans ; Lof, Marten.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:17:y:2001:i:4:p:607-621.

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40. Consumption, money and lending: a joint model for the UK household sector. (2001). Mizen, Paul ; Chrystal, Alec K.
    In: Bank of England working papers.
    RePEc:boe:boeewp:134.

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41. Fiscal deficits, monetary reform, and inflation stabilization in Romania. (2000). van Wijnbergen, Sweder ; Budina, Nina.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2298.

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42. Determinants of Bulgarian Brady bond prices - an empirical assessment. (2000). mantchev, tzvetan ; Budina, Nina.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2277.

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43. THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN THE COINTEGRATING VECTOR IS PRESPECIFIED. (2000). Zivot, Eric.
    In: Econometric Theory.
    RePEc:cup:etheor:v:16:y:2000:i:03:p:407-439_16.

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44. Inflation Stabilization, Fiscal Deficits and Public Debt Management in Poland. (1999). van Wijnbergen, Sweder ; Budina, Nina.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:19990022.

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45. Does the absence of cointegration explain the typical findings in long horizon regressions?. (1998). van Dijk, Dick ; Berben, Robert-Paul ; van Dijk, D. J. C., ; Berben, R-P., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:1555.

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46. Statistical inference on cointegration rank in error correction models with stationary covariates. (1998). Byeongseon, Seo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:85:y:1998:i:2:p:339-385.

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47. Nonparametric cointegration analysis. (1997). Bierens, Herman.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:77:y:1997:i:2:p:379-404.

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48. The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified.. (1996). Zivot, Eric.
    In: Econometrics.
    RePEc:wpa:wuwpem:9612001.

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49. Does public capital crowd out private capital? : evidence from India. (1996). Servén, Luis.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:1613.

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50. Efficient inference on cointegration parameters in structural error correction models. (1995). Boswijk, H. Peter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:69:y:1995:i:1:p:133-158.

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