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On long-run monetary neutralit...
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Properties of recursive trend-adjusted unit root tests
Rodrigues, Paulo M. M.
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contributor
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2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002530520
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Forecasting with VARMA models
Lütkepohl, Helmut
(
contributor
)
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002233744
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3
Encompassing univariate models in multivariate time series : a case study
Maravall Herrero, Agustín
-
1992
Persistent link: https://www.econbiz.de/10013419681
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4
On the empirics of the nonneutrality of money : evidence from developed countries
Duczynski, Petr
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001725546
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Near-optimal unit root tests with stationary covariates with better finite sample size
Pesavento, Elena
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2006
Persistent link: https://www.econbiz.de/10003338290
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Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M.
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contributor
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-
2004
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002472249
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7
Uncovered interest rate parity and the expectations hypothesis of the term structure : empirical results for the US and Europe
Brüggemann, Ralf
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contributor
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2005
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002974410
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Autoregressive approximations of multiple frequency I (1) processes
Bauer, Dietmar
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contributor
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Wagner, Martin
(
contributor
)
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2005
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002974449
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The performance of panel unit root and stationarity tests : results from a large scale simulation study
Hlouskova, Jaroslava
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contributor
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2005
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002876980
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On the use of panel unit root tests on cross-sectionally dependent data : an application to PPP
Bornhorst, Fabian
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contributor
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001827136
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