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Bayesian unit root inference in the Hamilton model
Hoek, Henk; Paap, Richard - 1994
Persistent link: https://www.econbiz.de/10000560205
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Unit root tests based on M estimators
Lucas, André - 1993
Persistent link: https://www.econbiz.de/10000150813
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Unit roots in periodic autoregressions
Boswijk, H. P.; Franses, Philip H. - 1993
Persistent link: https://www.econbiz.de/10000151639
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Invertibility of non-linear time series models
Gooijer, Jan G. de; Brännäs, Kurt - 1994
Persistent link: https://www.econbiz.de/10000151643
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Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip H.; McAleer, Michael - 1994
Persistent link: https://www.econbiz.de/10000151645
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Attrition in panel data and the estimation of dynamic labor markets models
Berg, Gerard J. van den; Lindeboom, Maarten - 1994
Persistent link: https://www.econbiz.de/10000151678
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GARCH effects on a test of cointegration
Franses, Philip H.; Kofman, Paul; Moser, James - 1992
Persistent link: https://www.econbiz.de/10000122460
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On /2-optimal approximate modelling of vector time series
Roorda, Berend; Heij, Christiaan - 1993
Persistent link: https://www.econbiz.de/10000122464
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Global total least squares modelling of multivariable time series
Roorda, Berend; Heij, Christiaan - 1993
Persistent link: https://www.econbiz.de/10000122512
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Periodic cointegration : representation and inference
Boswijk, H. P.; Franses, Philip H. - 1993
Persistent link: https://www.econbiz.de/10000122531