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Fractional integration in the purchasing power parity
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994027
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The influence of A. W. H. Phillips on econometrics
Hendry, David F.; Mizon, Grayham E. - 1996
Persistent link: https://www.econbiz.de/10000938907
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Mutual encompassing and model equivalence
Hajduk, Henryk; Mizon, Grayham E. - 1997
Persistent link: https://www.econbiz.de/10000974128
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Multivariate tests of fractionally integrated hypotheses
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994030
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Nelson and Plosser revisited: evidence from fractional ARIMA models
Gil-Alaña, Luis A. - 1998
Persistent link: https://www.econbiz.de/10000994031
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A simple message for autocorrelation correctors: Don't
Mizon, Grayham E. - 1993
Persistent link: https://www.econbiz.de/10000889040
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The encompassing principle and specification tests
Lu, Maozu; Mizon, Grayham E. - 1993 - Rev
Persistent link: https://www.econbiz.de/10000865217
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Empirical analysis of time series : illustrations with simulated data
Mizon, Grayham E. - 1993
Persistent link: https://www.econbiz.de/10000865545