Narrow search
Showing 1 - 10 of 28
Cover Image
The Beveridge-Nelson decomposition : a different perspective with new results
Gómez, Víctor; Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000992526
Cover Image
Some nonparametric tests for unit roots and cointegration
Breitung, Jörg - 1999
Persistent link: https://www.econbiz.de/10001390729
Cover Image
On model based seasonal adjustment procedures
Breitung, Jörg - 1998
Persistent link: https://www.econbiz.de/10000992216
Cover Image
Unemployment and input prices : a fractional cointegration approach
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001606213
Cover Image
Fractional integration and business cycle features
Candelon, Bertrand; Gil-Alaña, Luis A. - 2001
Persistent link: https://www.econbiz.de/10001612100
Cover Image
Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter - 2002
Persistent link: https://www.econbiz.de/10001666561
Cover Image
The local power of some unit root tests for panel data
Breitung, Jörg - 1999
Persistent link: https://www.econbiz.de/10001413253
Cover Image
Uncovered interest parity - what can we learn from panel data?
Breitung, Jörg; Brüggemann, Ralf - 2000
Persistent link: https://www.econbiz.de/10001508113
Cover Image
Inference on the cointegration rank in fractionally integrated processes
Breitung, Jörg; Hassler, Uwe - 2000
Persistent link: https://www.econbiz.de/10001509562
Cover Image
A fractionally integrated model with a mean shift for the US and the UK real oil prices
Gil-Alaña, Luis A. - 2000
Persistent link: https://www.econbiz.de/10001509586