A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models
Year of publication: |
2007-10-18
|
---|---|
Authors: | Santos, Carlos |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2007, 53, p. 1-5
|
Publisher: |
AccessEcon |
Keywords: | weak exogeneity joint stationarity conditional models ADL models variation free |
-
Nawata, Kazumitsu, (2013)
-
Regimes dependent speculative trading: Evidence from the United States housing market
Chen, Zhenxi, (2016)
-
Møller, Niels Framroze, (2018)
- More ...
-
Santos, Henrique, (2018)
-
Evaluating Information Systems with Continuous Assurance Services
Marques, Rui Pedro, (2016)
-
Inácio, Helena, (2022)
- More ...