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ECONIS (ZBW)
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1
GARCH effects on a test of cointegration
Franses, Philip H.
;
Kofman, Paul
;
Moser, James
-
1992
Persistent link: https://www.econbiz.de/10000122460
Saved in:
2
On /2-optimal approximate modelling of vector time series
Roorda, Berend
;
Heij, Christiaan
-
1993
Persistent link: https://www.econbiz.de/10000122464
Saved in:
3
Global total least squares modelling of multivariable time series
Roorda, Berend
;
Heij, Christiaan
-
1993
Persistent link: https://www.econbiz.de/10000122512
Saved in:
4
Periodic cointegration : representation and inference
Boswijk, H. P.
;
Franses, Philip H.
-
1993
Persistent link: https://www.econbiz.de/10000122531
Saved in:
5
A note on the relationship between GARCH and symmetric stable processes
Groenendijk, Patrick A.
(
contributor
)
-
1995
Persistent link: https://www.econbiz.de/10000902084
Saved in:
6
System identification by dynamic factor models
Heij, Christiaan
-
1995
Persistent link: https://www.econbiz.de/10000904952
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7
Exact tests in single equation autoregressive distributed lag models
Kiviet, J. F.
-
1995
Persistent link: https://www.econbiz.de/10000909000
Saved in:
8
Bayesian analysis of an unobserved component time series model of GNP with Markov switching and time varying growths
Luginbuhl, Rob
;
Vos, Aart F. de
-
1996
Persistent link: https://www.econbiz.de/10000938517
Saved in:
9
Testing the adequacy of log versus level data transformations using macroeconomic time series
Franses, Philip Hans
;
Swanson, Norman R.
-
1996
Persistent link: https://www.econbiz.de/10000945706
Saved in:
10
On the sensitivity of unit root inference to nonlinear data transformations
Franses, Philip Hans
;
Koop, Gary
-
1996
Persistent link: https://www.econbiz.de/10000945728
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