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The fully modified OLS estimator as a system estimator : a Monte-Carlo analysis
Kostial, Kristina - 1995
Persistent link: https://www.econbiz.de/10013420233
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Near-optimal unit root tests with stationary covariates with better finite sample size
Pesavento, Elena (contributor) - 2006
Persistent link: https://www.econbiz.de/10003338290
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Properties of recursive trend-adjusted unit root tests
Rodrigues, Paulo M. M. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002530520
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Testing the joint hypothesis of rationality and neutrality under seasonal cointegration : the case of Korea
Ermini, Luigi - 1994
Persistent link: https://www.econbiz.de/10013420254
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A simple message for autocorrelation correctors: Don't
Mizon, Grayham E. - 1993
Persistent link: https://www.econbiz.de/10000889040
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Program SEATS "Signal Extraction in ARIMA Time Series" : instructions for the user
Maravall Herrero, Agustín; Gómez, Víctor - 1994
Persistent link: https://www.econbiz.de/10000898197
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The role of the signal-noise ratio in cointegrated systems
Kostial, Kristina - 1994
Persistent link: https://www.econbiz.de/10000898368
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Missing observations and additive outliers in time series models
Maravall Herrero, Agustín; Peña, Daniel - 1992 - Rev
Persistent link: https://www.econbiz.de/10000860749
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Optimally combining individual forecasts from panel data
Ehrbeck, Tilman - 1993
Persistent link: https://www.econbiz.de/10000865544
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The effects of additive outliers on tests for unit roots and cointegration
Franses, Philip Hans; Haldrup, Niels - 1993
Persistent link: https://www.econbiz.de/10000865567