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1
Forecasting, causality and cointegration analysis using vector autoregressions
Charemza, Wojciech
;
Deadman, Derek F.
-
1991
Persistent link: https://www.econbiz.de/10000886903
Saved in:
2
Detecting regime shifts by Kernel density estimation
Bianchi, Marco
-
1996
Persistent link: https://www.econbiz.de/10000942858
Saved in:
3
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
Saved in:
4
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
Saved in:
5
A differencing specification test for models with serially correlated errors
Boothe, Paul
;
MacKinnon, James G.
-
1985
Persistent link: https://www.econbiz.de/10003498416
Saved in:
6
On estimation of ARMAX models
Cragg, J. G.
-
1976
Persistent link: https://www.econbiz.de/10003519660
Saved in:
7
A test for model specification of non-linear time series regressions
Bierens, Herman J.
-
1981
Persistent link: https://www.econbiz.de/10003528989
Saved in:
8
Frequency domain identification of time series models
Sampson, Michael J.
-
1982
Persistent link: https://www.econbiz.de/10003529029
Saved in:
9
A non-linear multivariate model of the UK real exchange rate
Milas, Costas
-
2001
Persistent link: https://www.econbiz.de/10001636887
Saved in:
10
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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