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Can economic time series be differenced to stationarity?
Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 435-446
Persistent link: https://www.econbiz.de/10001209345
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Cointegration and government borrowing constraints : evidence for the United States
Haug, Alfred Albert - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 1, pp. 97-101
Persistent link: https://www.econbiz.de/10001100474
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A functional-form-free test of the research and development firm size relationship
Holmes, James M. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 1, pp. 85-90
Persistent link: https://www.econbiz.de/10001100477
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Further investigation of the uncertain unit root in GNP
Cheung, Yin-Wong - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 68-73
Persistent link: https://www.econbiz.de/10001214306
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Joint variance-ratio tests of the martingale hypothesis for exchange rates
Fong, Wai-mun - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 51-59
Persistent link: https://www.econbiz.de/10001214311
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Reconciling the old and new Census Bureau education questions : recommendations for researchers
Jaeger, David A. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 3, pp. 300-309
Persistent link: https://www.econbiz.de/10001222718
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Improving the accessibility of the NBER's historical data
Feenberg, Daniel - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 3, pp. 293-299
Persistent link: https://www.econbiz.de/10001222720
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A continuous-time arbitrage-pricing model with stochastic volatility and jumps
Ho, Mun S. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 31-43
Persistent link: https://www.econbiz.de/10001203183
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Evidence on structural instability in macroeconomic time series relations
Stock, James H. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 11-30
Persistent link: https://www.econbiz.de/10001203186
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Over-identification tests in earnings functions with fixed effects
Angrist, Joshua D. - In: Journal of business & economic statistics : JBES ; a … 9 (1991) 3, pp. 317-323
Persistent link: https://www.econbiz.de/10001108814