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807
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133
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47
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Cointegration tests in the presence of structural breaks
Campos, Julia
;
Ericsson, Neil R.
;
Hendry, David F.
-
1993
Persistent link: https://www.econbiz.de/10000854458
Saved in:
2
Cointegration, seasonality, encompassing, and the demand for money in the United Kingdom
Ericsson, Neil R.
;
Hendry, David F.
;
Tran, Hong-anh
-
1993
Persistent link: https://www.econbiz.de/10000873721
Saved in:
3
Returns to scale in US production : estimates and implication
Basu, Susanto
;
Fernald, John G.
-
1995
Persistent link: https://www.econbiz.de/10000956311
Saved in:
4
Inferences from parametric and non-parametric covariance matrix estimation procedures
Den Haan, Wouter J.
;
Levin, Andrew T.
-
1995
Persistent link: https://www.econbiz.de/10000935444
Saved in:
5
Macroeconomic risk and asset pricing : estimating the APT with observable factors
Ammer, John
-
1993
Persistent link: https://www.econbiz.de/10000870264
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6
Using options prices to infer PDF's for asset prices : an application to oil prices during the Gulf crisis
Melick, William Robert
-
1996
Persistent link: https://www.econbiz.de/10000934130
Saved in:
7
Puzzles in the Chinese stock market
Fernald, John G.
-
1998
Persistent link: https://www.econbiz.de/10000990634
Saved in:
8
Rational bubbles under diverse information
Yu, Dahai
-
1998
Persistent link: https://www.econbiz.de/10000993854
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