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Reply to the comments on: "A vector error-correction forecasting model of the US economy"

Anderson, Richard G.; Hoffman, Dennis L.; Rasche, Robert H. - In: Journal of macroeconomics 24 (2002) 4, pp. 599-606

Persistent link: https://www.econbiz.de/10001729052

Testing for news and noise in non-stationary time series subject to multiple historical revisions

Hecq, Alain W. J.; Jacobs, Jan; Stamatogiannis, Michalis P. - In: Journal of macroeconomics 60 (2019), pp. 396-407

Persistent link: https://www.econbiz.de/10012243203

A vector error-correction forecasting model of the US economy

Anderson, Richard G.; Hoffman, Dennis L.; Rasche, Robert H. - In: Journal of macroeconomics 24 (2002) 4, pp. 569-598

Persistent link: https://www.econbiz.de/10001729047

Comments on: "A vector error-correction forecasting model of the US economy"

Swanson, Norman R. - In: Journal of macroeconomics 24 (2002) 4, pp. 599-606

Persistent link: https://www.econbiz.de/10001729049

Comments on: "A vector error-correction forecasting model of the US economy"

Lastrapes, William Dean - In: Journal of macroeconomics 24 (2002) 4, pp. 607-611

Persistent link: https://www.econbiz.de/10001729050

Unit roots and cointegration in panels

Breitung, Jörg (contributor); … - 2005

This paper provides a review of the literature on unit roots and cointegration in panels where the time dimension (T), and the cross section dimension (N) are relatively large. It distinguishes between the first generation tests developed on the assumption of the cross section independence, and...

Persistent link: https://www.econbiz.de/10003225503