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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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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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Outlier robust GMM estimation of leverage determinants
Lucas, André; Dijk, Ronald van; Kloek, Teun - 1994
Persistent link: https://www.econbiz.de/10000151692
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Testing for periodic integration
Boswijk, H. P.; Franses, Philip H. - 1992
Persistent link: https://www.econbiz.de/10000122458
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A periodically integrated subset autoregression for Dutch industrial production
Franses, Philip H. - 1992 - Rev
Persistent link: https://www.econbiz.de/10000122459
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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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A note on state space method in time series modelling
Heij, Christiaan - 1992
Persistent link: https://www.econbiz.de/10000122465