Testing for cointegration in the presence of moving average errors
Year of publication: |
1988
|
---|---|
Authors: | Boschen, John F. ; Mills, Leonard O. |
Institutions: | Federal Reserve Bank of Philadelphia |
Subject: | Time-series analysis |
-
Berechnung trendbereinigter Indikatoren für Deutschland mit Hilfe von Filterverfahren
Stamfort, Stefan, (2005)
-
A directional-change events approach for studying financial time series
Aloud, Monira, (2011)
-
Purohit, Shivani K., (2017)
- More ...
-
The role of monetary and real shocks in near-permanent movements in GNP
Boschen, John F., (1990)
-
Tests of the relation between money and output in the real business cycle model
Boschen, John F., (1987)
-
Boschen, John F., (1991)
- More ...