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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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Identifying monetary policy shocks via changes in volatility
Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2006
Persistent link: https://www.econbiz.de/10003338299
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Modeling expectations with noncausal autoregressions
Lanne, Markku (contributor); Saikkonen, Pentti (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724325
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A statistical comparison of alternative identification schemes for monetary policy shocks
Lanne, Markku (contributor); Lütkepohl, Helmut (contributor) - 2008
Persistent link: https://www.econbiz.de/10003724343
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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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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