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Estimating the LQAC model with I(2) variables
Engsted, Tom; Haldrup, Niels - 1998
Persistent link: https://www.econbiz.de/10000986316
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Money demand during hyperinflation : cointegration, rational expectations, and the importance of money demand shocks
Engsted, Tom - 1997
Persistent link: https://www.econbiz.de/10000959730
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Evaluating the consumption-capital asset pricing model using Hansen-Jagannathan bounds : evidence from the UK
Engsted, Tom - 1997 - rev
Persistent link: https://www.econbiz.de/10000970101
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Assessing nowcast accuracy of US GDP growth in real time: the role of booms and busts
Siliverstovs, Boriss - 2019
Persistent link: https://www.econbiz.de/10011990793
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Deterministic and stochastic trends in the Lee-Carter mortality model
Callot, Laurent; Haldrup, Niels; Kallestrup-Lamb, Malene - 2014
Persistent link: https://www.econbiz.de/10010433248
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Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels; Valdés, J. Eduardo Vera - 2015
Persistent link: https://www.econbiz.de/10011409110
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A parametric factor model of the term structure of mortality
Haldrup, Niels; Rosenskjold, Carsten P. T. - 2018
Persistent link: https://www.econbiz.de/10011797536
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Do farmland prices reflect rationally expected future rents?
Engsted, Tom - 1994
Persistent link: https://www.econbiz.de/10000896200