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Multicointegration in stock-flow models
Engsted, Tom; Haldrup, Niels - In: Oxford bulletin of economics and statistics 61 (1999) 2, pp. 237-254
Persistent link: https://www.econbiz.de/10001407318
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On the role of seasonal intercepts in seasonal cointegration
Franses, Philip Hans; Kunst, Robert M. - In: Oxford bulletin of economics and statistics 61 (1999) 3, pp. 409-433
Persistent link: https://www.econbiz.de/10001407391
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Hazards in implementing a monetary conditions index
Eika, Kari H. - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 765-790
Persistent link: https://www.econbiz.de/10001334926
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VAR, error correction and pretest forecasts at long horizons
Stock, James H. - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 685-701
Persistent link: https://www.econbiz.de/10001334929
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Common seasonal features : global unemployment
Engle, Robert F. - In: Oxford bulletin of economics and statistics 58 (1996) 4, pp. 615-630
Persistent link: https://www.econbiz.de/10001334932
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Temporal causality and the dynamic interactions between terms of trade and current account deficits in co-integrated VAR processes : further evidence from Ivorian time series
Kouassi, Eugene (contributor) - In: Applied economics 31 (1999) 1, pp. 89-96
Persistent link: https://www.econbiz.de/10001364253
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A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi - In: Applied economics 31 (1999) 3, pp. 381-396
Persistent link: https://www.econbiz.de/10001364531
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Evaluating GARCH models
Lundbergh, Stefan; Teräsvirta, Timo - 1999
Persistent link: https://www.econbiz.de/10001365085
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Modelling economic highfrequency time serie with STAR-STGARCH models
Lundbergh, Stefan; Teräsvirta, Timo - 1999
Persistent link: https://www.econbiz.de/10001365086
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Small sample testing for unit roots
Harris, Richard I. D. - In: Oxford bulletin of economics and statistics 54 (1992) 4, pp. 615-625
Persistent link: https://www.econbiz.de/10001131917