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Testing and estimating cointegrating relationships : a survey
Wong, Jason - 1993
Persistent link: https://www.econbiz.de/10000913075
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The robustness of ARCH GARCH tests to first-order autocorrelation
Sullivan, Michael J.; Giles, David E. A. - 1993
Persistent link: https://www.econbiz.de/10000970178
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Detecting regime shifts by Kernel density estimation
Bianchi, Marco - 1996
Persistent link: https://www.econbiz.de/10000942858
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The risk premium and exogenous shifts of risk in the Australian equity market
Brailsford, Timothy J. - 1992 - Preliminary draft
Persistent link: https://www.econbiz.de/10000861012
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Testing for unit roots in economic time-series with missing observations
Ryan, Kevin F.; Giles, David E. A. - 1998
Persistent link: https://www.econbiz.de/10000997817
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Forecasting, causality and cointegration analysis using vector autoregressions
Charemza, Wojciech; Deadman, Derek F. - 1991
Persistent link: https://www.econbiz.de/10000886903
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Forecasting performance of a general varying coefficient model for the UK
Song, Haiyang; Riddington, Geoff - 1993
Persistent link: https://www.econbiz.de/10000143735
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A non-linear multivariate model of the UK real exchange rate
Milas, Costas - 2001
Persistent link: https://www.econbiz.de/10001636887
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On estimation of ARMAX models
Cragg, J. G. - 1976
Persistent link: https://www.econbiz.de/10003519660
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Asymptotic normality of coefficients in a vector autoregression with unit roots
Sims, Christopher A. - 1986
Persistent link: https://www.econbiz.de/10003528371