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Dynamic factors in the presence of block structure
Hallin, Marc (contributor); Liška, Roman (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724330
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Comparison of model reduction: methods for VAR processes
Brüggemann, Ralf (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725637
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Residual autocorrelation testing for vector error correction models
Brüggermann, Ralf (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001934577
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Nominal rigidities and increasing returns
Pelloni, Alessandra - 1995
Persistent link: https://www.econbiz.de/10000922160
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Learning from learning in economics
Marimon, Ramon - 1996
Persistent link: https://www.econbiz.de/10000952284
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Empirical analysis of time series : illustrations with simulated data
Mizon, Grayham E. - 1993
Persistent link: https://www.econbiz.de/10000865545
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The detection of hidden periodicities : a comparison of alternative methods
Artis, Michael J. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001967335
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Simulation-based encompassing for non-nested models : a Monte Carlo study of alternative simulated Cox test statistics
Monfardini, Chiara - 1995
Persistent link: https://www.econbiz.de/10000929266
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A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
Trenkler, Carsten (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749477
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Encompassing in stationary linear dynamic models
Govaerts, Bernadette - 1994
Persistent link: https://www.econbiz.de/10013420256